Composer · investment strategy
by Composer Technologies · via Composer
An all‑weather core (stocks, bonds, gold, trend funds, anti‑beta) plus a 20% slice of 3× S&P 500 (UPRO). Diversifiers aim to cushion downturns while the leverage lifts returns. Rebalanced annually.
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.
11 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.
1.2% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 0.6% (KMLM 4% × 0.16), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 87% · 2026-10-19 ()
23.1% 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 10 funds in its are : UPRO
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.
80% goes into a balanced “all‑weather” mix: US stocks (broad market plus tech, health, staples), long‑term US Treasury bonds, gold, two trend‑following funds (DBMF, KMLM) that try to ride big moves across markets, and a market‑neutral stock fund (BTAL) that often helps in sell‑offs. The other 20% is UPRO, a 3× S&P 500 fund, to boost upside. Rebalanced once a year.
An all‑weather core (stocks, bonds, gold, trend funds, anti‑beta) plus a 20% slice of 3× S&P 500 (UPRO). Diversifiers aim to cushion downturns while the leverage lifts returns. Rebalanced annually.
Diversified all-weather core with a 20% levered S&P sleeve. Out-of-sample, higher risk-adjusted performance (Sharpe ~1.22) and smaller drawdowns (~15% vs ~19%), delivering smoother upside and resilience vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $3 | 2026-10-19 |
| AI categories (Composer) | all-weather, diversified, factor, gold, leveraged equity, long-duration bonds, managed futures, multi-asset | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 13 | 2026-10-19 | |
| Rebalance frequency | yearly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBMF", "GLD", "KMLM", "SPY", "TLT", "UPRO", "VDC", "VGT", "VHT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,475 | 2026-10-19 | |
| Out-of-sample length | 529 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 15.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 132.97% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.37% | ||
| Return, trailing 1 day (out-of-sample) | -1.04% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.06% | ||
| Return, trailing 1 week (out-of-sample) | -1.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.38% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.02% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.74% | ||
| SPY annualized return over the backtest window (backtest) | 14.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Maximum drawdown, backtest period (backtest) | -20.11% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.98% | ||
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Sortino ratio, backtest period (backtest) | 1.56 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.25% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.91% |
| Annualized turnover, backtest period (backtest) | 1.24 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.23 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.64% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.33% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
