Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, modern mix: leveraged U.S. stocks plus global value stocks for growth, combined with long Treasuries, gold, and managed futures for diversification. Seeks high returns with multiple shock absorbers. Target weights: 16/24/24/18/18.
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.
5 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.
1.1% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 77% · 2026-10-19 ()
15.7% 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 ()
1 of 5 funds in its are : UPRO
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 Aggressive risk 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.
Your money is split across 5 ETFs: 16% UPRO (a 3x S&P 500 booster), 24% AVGV (global stocks with a value tilt), 24% GOVZ (very long‑term U.S. Treasuries), 18% GLDM (gold), 18% DBMF (managed‑futures that can go long/short). Stocks fuel growth; the rest aim to cushion crashes/inflation and profit from big trends. No automatic rebalancing is set.
Aggressive, modern mix: leveraged U.S. stocks plus global value stocks for growth, combined with long Treasuries, gold, and managed futures for diversification. Seeks high returns with multiple shock absorbers. Target weights: 16/24/24/18/18.
Out-of-sample, this strategy delivers better risk-adjusted returns (Sharpe ~1.39 vs SPY ~1.37) and lower drawdown (11% vs 13.7%), with ~21.95% annualized return and crisis protection from gold, Treasuries, and managed futures.
The O.P.T.R.A. portfolio is an aggressive portfolio that is designed to take advantage of the most recent developments in and availability of diversified ETFs over the past 10-15 years.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $2 | 2026-10-19 |
| AI categories (Composer) | aggressive, diversification, global value tilt, gold, leveraged equities, long treasuries, managed futures, multi-asset | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AVGV", "DBMF", "GLDM", "GOVZ", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 829 | 2026-10-19 | |
| Out-of-sample length | 405 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.05% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 72.72% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.01% | ||
| Return, trailing 1 day (out-of-sample) | -0.73% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.00% | ||
| Return, trailing 1 week (out-of-sample) | -0.28% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.13% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.97% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.58% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.93% | ||
| SPY annualized return over the backtest window (backtest) | 19.95% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.32 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.99 | ||
| Maximum drawdown, backtest period (backtest) | -13.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.01% | ||
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.12% |
| Annualized turnover, backtest period (backtest) | 1.10 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.09 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.80% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
