Composer · investment strategy
by Composer Technologies · via Composer
A simple 60/20/20 mix: 2× S&P 500 for growth, plus long‑term U.S. Treasuries and gold for diversification. It’s buy‑and‑hold with no automatic rebalancing; you’d occasionally bring it back to target if weights drift.
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.
4 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.
2.0% of weight in (IVV: 3.0%)
2 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. : 99% · 2026-10-19 ()
64.2% 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 3 funds in its are : SSO
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 Leveraged ETFs 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.
Buy and hold a fixed mix: 60% SSO (aims to move about 2× the S&P 500 each day), 20% ZROZ (very long‑term U.S. Treasury bonds that often help in panics), and 20% GLD (gold, a crisis/inflation diversifier). No automatic rebalancing; you’d manually reset to 60/20/20 if it drifts.
A simple 60/20/20 mix: 2× S&P 500 for growth, plus long‑term U.S. Treasuries and gold for diversification. It’s buy‑and‑hold with no automatic rebalancing; you’d occasionally bring it back to target if weights drift.
Out-of-sample: 38.7% annualized vs 31.6% for the S&P, with Calmar 2.54—strong risk-adjusted upside. Drawdowns are higher (~15% vs 9%), but gold and long Treasuries diversify and cushion crises while preserving upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $171k | 2026-10-19 | |
| Backtest regulatory fees | $3 | 2026-10-19 | |
| Backtest slippage cost | $18 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, gold, leveraged s&p 500, long-term treasuries, multi-asset, static allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5 | 2026-10-19 | |
| Rebalance corridor width | 9.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SSO", "ZROZ" ] | 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) | 1.39 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-19 |
| Remixes (copies) | 38 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,263 | 2026-10-19 | |
| Out-of-sample length | 382 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.27% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1610% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.15% | ||
| Return, trailing 1 day (out-of-sample) | -1.47% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.52% | ||
| Return, trailing 1 week (out-of-sample) | -1.46% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.37% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.12% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.55% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.90% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.46 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.54 | ||
| Maximum drawdown, backtest period (backtest) | -39.62% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.25% | ||
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.83 | ||
| Sortino ratio, backtest period (backtest) | 1.31 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.43% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.90% |
| Annualized turnover, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.87 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.03% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.28% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
