Composer · investment strategy
by Composer Technologies · via Composer
Simple 90% U.S. stocks (SPY) + 10% gold (GLD), rebalanced yearly. Aims for strong growth from stocks while gold helps smooth some rough patches and inflation surprises.
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.
2 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.
2.8% 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 Multi-asset 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.
Put 90% in SPY (owns the 500 biggest U.S. companies like Apple, Microsoft, Amazon) and 10% in GLD (tracks the price of gold).<br>Once a year, reset back to 90/10 by trimming the one that grew more and adding to the one that lagged.<br>Goal: stock-led growth with a small gold cushion for market or inflation shocks.
Simple 90% U.S. stocks (SPY) + 10% gold (GLD), rebalanced yearly. Aims for strong growth from stocks while gold helps smooth some rough patches and inflation surprises.
Out-of-sample, the 90/10 SPY/GLD strategy outperforms the S&P on risk-adjusted return and drawdown: Sharpe ~1.23 vs 1.12; annualized return ~18.67% vs 18.05%; max drawdown ~16.6% vs 18.8%. Gold hedge adds resilience with growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $101k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $3 | 2026-10-11 |
| AI categories (Composer) | annual rebalance, asset allocation, gold, long-only, passive, us large-cap equity | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4 | 2026-10-11 | |
| Rebalance frequency | yearly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,506 | 2026-10-11 | |
| Out-of-sample length | 1,047 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 11.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 911.78% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.77% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
