Composer · investment strategy
by Composer Technologies · via Composer
Quarterly mix of tech growth (QQQ, JEPQ), trend‑following gold‑or‑cash (GLD/BIL), Treasuries (TLT/IEF), plus two sleeves that favor the most volatile of SPY/DIA/IWM/QQQ—tilting extra to the top two. Diversified, growth‑biased.
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.
8 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.
0.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: DIA 3%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 93% · 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 9 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.
Every 3 months it sets:<br>- 20% JEPQ (Nasdaq stocks with options income)<br>- 20% QQQ (Nasdaq‑100)<br>- 20% GLD (gold) if its 50‑day avg price > 200‑day; else BIL (T‑bills, cash‑like)<br>- 10% TLT + 10% IEF (long/mid U.S. Treasuries)<br>- 10% in the 2 most volatile of SPY (S&P 500), DIA (Dow 30), IWM (small‑caps), QQQ<br>- 10% in the 3 most volatile of the same (so the top 2 get extra weight)
Quarterly mix of tech growth (QQQ, JEPQ), trend‑following gold‑or‑cash (GLD/BIL), Treasuries (TLT/IEF), plus two sleeves that favor the most volatile of SPY/DIA/IWM/QQQ—tilting extra to the top two. Diversified, growth‑biased.
Out-of-sample Sharpe ~1.38 vs SPY 1.33; max drawdown 12.5% vs 18.8%; strong Calmar ~1.39. A diversified, quarterly-rebalanced mix (tech growth, bonds, gold/cash, volatility tilt) offers steadier risk-adjusted returns with downside protection.
This symphony combines long volatility, trend-following gold, growth beta, fixed income, and a mix of low and high volatility stock selections. It rebalances quarterly and takes into account the interviewee's ideas about diversification, risk management, and adaptability to different market environments. Note that this is just an example and not a recommendation for an actual investment strategy.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $5 | 2026-10-11 |
| AI categories (Composer) | gold, multi-asset, options income, quarterly rebalance, tactical, tech growth tilt, treasuries, trend-following, volatility tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DIA", "GLD", "IEF", "IWM", "JEPQ", "QQQ", "SPY", "TLT" ] | 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) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,112 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 72.55% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.16% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.02% | 2026-10-11 |
Collective2
Composer Technologies · Composer
