Composer · investment strategy
by Composer Technologies · via Composer
A simple 50/50 mix of gold (GLD) and a managed‑futures fund (DBMF), rebalanced quarterly, used alongside leveraged stocks to soften big selloffs. Built to reduce deep losses, not to increase long‑term returns.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
Strategies that share its Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
6 missing
The text the rules are quoted from, with where it came from.
Hold two funds equally: GLD (a gold fund) and DBMF (a “managed futures” fund that follows price trends across futures on stocks, bonds, commodities, and currencies, and can go long or short). Every 3 months, reset back to 50/50. Use it as a ~20% sleeve next to a leveraged stock portfolio to cushion big declines. The goal is to cut deep losses when stocks slide, not to boost long‑term returns.
A simple 50/50 mix of gold (GLD) and a managed‑futures fund (DBMF), rebalanced quarterly, used alongside leveraged stocks to soften big selloffs. Built to reduce deep losses, not to increase long‑term returns.
Out-of-sample edge: ~26% annualized return vs S&P ~19.6%; Sharpe ~2.0 vs ~1.75; Calmar ~6.55; low stock beta (~0.34). A simple 50/50 gold+managed-futures sleeve that diversifies risk and boosts risk-adjusted growth.
Static 50/50 gold + managed-futures de-risk sleeve, rebalanced quarterly. Designed as a decorrelated drawdown hedge for a leveraged-equity book: carving ~20% of the book into this sleeve cut a real leveraged-equity book's max drawdown from -40% to -33% in live measurement. NOT a return enhancer (it is statistically indistinguishable from cash on Sharpe out-of-sample) — a tail/drawdown reducer.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | diversification, drawdown hedge, gold, leveraged equities, managed futures, quarterly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.98% | ||
| Return, trailing 1 month (out-of-sample) | 0.65% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.55 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.00% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.98 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.28% |
SoFi Wealth · SoFi
Composer Technologies · Composer
