Composer · investment strategy
by Composer Technologies · via Composer
A simple safety switch: stay fully in SPY unless SPY has fallen 12% or more within the past 12 trading days; then move to SHY (short‑term Treasuries). Checked daily to try to sidestep sharp stock selloffs.
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 2026-10-11
: 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 Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Each day it picks between:<br>- SPY: a fund of the 500 biggest U.S. stocks (sectors like tech, health care, financials).<br>- SHY: a fund of 1–3 year U.S. Treasury bonds (safer).<br>Test: in the last 12 trading days, what was SPY’s largest drop from a recent high? (e.g., $100 to $88 = 12%).<br>- If under 12%, hold 100% SPY.<br>- If 12%+, switch to 100% SHY until conditions calm.
A simple safety switch: stay fully in SPY unless SPY has fallen 12% or more within the past 12 trading days; then move to SHY (short‑term Treasuries). Checked daily to try to sidestep sharp stock selloffs.
Out-of-sample, the SPY/SHY switch delivers better risk-adjusted results than SPY: Sharpe ~1.44 vs ~1.36, lower drawdown (~17.6% vs 18.8%), positive alpha, and Calmar ~1.24—keeping most upside with less downside risk.
Backtest to 11/1/2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $127k | 2026-10-11 | |
| Backtest regulatory fees | $13 | 2026-10-11 | |
| Backtest slippage cost | $115 | 2026-10-11 |
| AI categories (Composer) | daily check, drawdown trigger, risk-on/risk-off, s&p 500 equity, short-term treasuries, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "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) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,090 | 2026-10-11 | |
| Out-of-sample length | 1,008 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 11.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1170% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.87% | 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) | 17.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | 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) | 11.58% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
