Composer · investment strategy
by Composer Technologies · via Composer
Simple switch: when the S&P 500’s 60‑day strength score is strong (RSI > 60), own Berkshire Hathaway (BRK.A). Otherwise hold the S&P 500 fund (SPY). Always 100% in one holding; no leverage or shorts.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0 of 2 funds in its are
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It watches the S&P 500 via SPY. A 60‑day “strength” score (RSI) looks at how often and how much prices rose versus fell; above 60 means recent gains have dominated. If that happens, it moves 100% into Berkshire Hathaway (BRK.A—Buffett’s company: insurance, railroad, utilities, big Apple stake). Otherwise it holds SPY, the S&P 500 fund. It switches only when this score crosses the line.
Simple switch: when the S&P 500’s 60‑day strength score is strong (RSI > 60), own Berkshire Hathaway (BRK.A). Otherwise hold the S&P 500 fund (SPY). Always 100% in one holding; no leverage or shorts.
Outperforms the S&P 500 on risk-adjusted returns: oos Sharpe ~1.40 vs ~1.25; oos return ~21.8% vs 20.1%; drawdown ~18.8%; beta ~0.91. Simple, rules-based Berkshire rotation adds upside with less market risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $319k | 2026-10-11 | |
| Backtest regulatory fees | $274 | 2026-10-11 | |
| Backtest slippage cost | $2,431 | 2026-10-11 |
| AI categories (Composer) | long-only, momentum, rules-based, single-signal, tactical rotation, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BRK/A", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 8,076 | 2026-10-11 | |
| Out-of-sample length | 662 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 11.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3095% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 45.62% | 2026-10-11 |
Collective2
Quantbase · Surmount
