Composer · investment strategy
by Composer Technologies · via Composer
Daily, buy SPY only when its 10‑day momentum (RSI) is weaker than corporate bonds (CORP). Otherwise sit in T‑Bills (BIL). A short‑term dip‑buying, risk‑on/risk‑off switch.
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.
1 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 3 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 Mean reversion label, from other sources first, strongest risk-adjusted return first.
Collective2
Composer Technologies · Composer
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.
SPY = big US stocks (S&P 500). CORP = investment‑grade corporate bonds. BIL = cash‑like T‑Bills. RSI is a 0–100 “heat meter” of 10‑day price moves (low = recently weak, high = strong).<br>Each day: if SPY’s meter is lower than CORP’s, own SPY; otherwise hold BIL. Rebalances daily.
Daily, buy SPY only when its 10‑day momentum (RSI) is weaker than corporate bonds (CORP). Otherwise sit in T‑Bills (BIL). A short‑term dip‑buying, risk‑on/risk‑off switch.
Out-of-sample, this strategy delivers higher risk-adjusted returns with lower drawdowns than the S&P 500: Sharpe ~2.69 vs ~1.77, annualized return ~24.1% vs 23.1%, max drawdown ~6.1% vs 8.9%, Calmar ~4.0. More durable upside with lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $124k | 2026-10-19 | |
| Backtest regulatory fees | $569 | 2026-10-19 | |
| Backtest slippage cost | $5,025 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, dip-buying, etf rotation, momentum, relative strength, risk-on/risk-off, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-19 |
| Remixes (copies) | 187 | 2026-10-19 | |
| Watchers | 89 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,033 | 2026-10-19 | |
| Out-of-sample length | 355 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 17.01% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1136% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.08% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.93% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | -0.67% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.37% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.44% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.60% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.06% | ||
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.97 | ||
| Maximum drawdown, backtest period (backtest) | -18.95% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.06% | ||
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.69 | ||
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.54 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.62% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 8.17% |
| Annualized turnover, backtest period (backtest) | 39.37 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 48.62% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 66.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
