Composer · investment strategy
by Composer Technologies · via Composer
Two independent trend checks decide whether to own U.S. stocks (SPY) or sit in short‑term Treasuries (SHY). Each check controls half the money, so you end up 0%, 50%, or 100% in SPY depending on market trend.
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.
“Both yes = 100% SPY; one yes = 50% SPY; none = 100% SHY.”
“if not, hold SHY (short‑term U.S. Treasuries)”
“Voter 2: Is a fast 8‑day average (weights recent days more) above a slow 200‑day average? If yes, buy SPY; if not, hold SHY.”
“Voter 1: Is today’s SPY price above its average price over the last ~85 trading days? If yes, buy SPY; if not, hold SHY (short‑term U.S. Treasuries).”
“Your money is split into two equal “voters.””
2 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
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-19 ()
0 of 2 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its Fixed income 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.
2 missing
The text the rules are quoted from, with where it came from.
Your money is split into two equal “voters.” Each voter asks: Is the S&P 500 (SPY) in an uptrend? - Voter 1: Is today’s SPY price above its average price over the last ~85 trading days? If yes, buy SPY; if not, hold SHY (short‑term U.S. Treasuries). - Voter 2: Is a fast 8‑day average (weights recent days more) above a slow 200‑day average? If yes, buy SPY; if not, hold SHY. Both yes = 100% SPY; one yes = 50% SPY; none = 100% SHY.
Two independent trend checks decide whether to own U.S. stocks (SPY) or sit in short‑term Treasuries (SHY). Each check controls half the money, so you end up 0%, 50%, or 100% in SPY depending on market trend.
Smarter risk, steadier gains: out-of-sample drawdown ~8.4% vs ~18.8% for SPY; Sharpe ~1.39 vs 1.25; Calmar ~1.93; beta ~0.54. Annualized return ~16.3% vs SPY ~20.1%. Strong risk-adjusted upside with far less downside risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $92k | 2026-10-19 | |
| Backtest regulatory fees | $108 | 2026-10-19 | |
| Backtest slippage cost | $907 | 2026-10-19 |
| AI categories (Composer) | moving-average crossover, risk-on/risk-off, short-term treasuries, tactical allocation, trend following, us large-cap equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,096 | 2026-10-19 | |
| Out-of-sample length | 683 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 9.60% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 818.33% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.93% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.64% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.40% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 11.50% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.59 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.93 | ||
| Maximum drawdown, backtest period (backtest) | -16.30% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.42% | ||
| Sharpe ratio, backtest period (backtest) | 0.91 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Sortino ratio, backtest period (backtest) | 1.26 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 10.72% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.32% |
| Annualized turnover, backtest period (backtest) | 6.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.07 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
