Composer · investment strategy
by Composer Technologies · via Composer
Mostly stocks with a small bond cushion. Within the stock sleeve, it tilts toward the calmer of VOO (S&P 500) and JEPQ (Nasdaq names with options income) based on the last 90 days, aiming for smoother returns and extra income.
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 2026-10-11
: 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.
1.6% of weight in (IVV: 3.0%)
3 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. : 94% · 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 3 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
- 90% goes to two stock funds: VOO (S&P 500) and JEPQ (big Nasdaq names with an options‑income overlay). The split favors the one that has been calmer over the last 90 days (less recent ups/downs gets more).<br>- 10% goes to VGSH (short‑term US Treasuries) as a cushion.<br>- No set rebalance schedule; intended to rebalance only if weights drift by about 10%.
Mostly stocks with a small bond cushion. Within the stock sleeve, it tilts toward the calmer of VOO (S&P 500) and JEPQ (Nasdaq names with options income) based on the last 90 days, aiming for smoother returns and extra income.
Out-of-sample Sharpe 1.32 vs 1.28 for S&P, lower drawdowns (17.83% vs 18.76%), with a 10% bond cushion and income overlay. Smoother, higher risk-adjusted performance with downside resilience and near-S&P upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20k | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | 90/10 stock-bond, covered-call income, inverse-vol weighting, low-maintenance, short-term treasuries, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 9 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "JEPQ", "VGSH", "VOO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,022 | 2026-10-11 | |
| Out-of-sample length | 808 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 102.62% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.19% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.98% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.91% | 2026-10-11 |
Collective2
Composer Technologies · Composer
