Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, all‑weather portfolio. It goes on offense with QLD (levered tech) when stocks are calm and shifts to defense (staples, cash‑like Treasuries, gold, US dollar, anti‑beta) when choppy. Bonds and commodities are managed by trend and volatility rules.
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.
16 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.
0.6% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.7% (DBC 13% × 0.37), 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. : 97% · 2026-10-11 ()
37.6% 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 ()
3 of 18 funds in its are : QLD, TMF, TMV
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
- 35% stocks: If markets are calm, buy QLD (2x tech‑heavy Nasdaq‑100). If choppy, split across SPY (US stocks), BTAL (defensive long/short), XLP (consumer staples).<br>- 30% bonds: Mix Treasuries, TIPS, and corporates. If long Treasuries are calm, add TMF (3x long) with short‑term Treasuries; if choppy, hold SHY plus UUP (US dollar), GLD (gold), XLP. Also a small trend picker among cash, long Treas, high yield, gold, dollar, and a 3–7y Treasury anchor.<br>- 20% inflation hedge: Rotate between staples and a defensive mix (UUP/SHV/BTAL/GLD); trend‑pick DBC (commodities) or GLD vs cash/dollar; may short long Treasuries via TMV (3x inverse) when rates rise, else hold VTIP (short‑term TIPS).<br>- 15% overlay: Own the 2 strongest (by ~4‑month trend) of SPY, TLT, GLD, DBC, UUP, SHV.
A rules‑based, all‑weather portfolio. It goes on offense with QLD (levered tech) when stocks are calm and shifts to defense (staples, cash‑like Treasuries, gold, US dollar, anti‑beta) when choppy. Bonds and commodities are managed by trend and volatility rules.
All-weather, rules-based strategy blends tech, bonds, gold, USD, and inflation hedges with regime switches. Delivers S&P-like risk-adjusted returns with far lower drawdowns (≈10% vs 19%), boosting resilience and consistency.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $81k | 2026-10-11 | |
| Backtest regulatory fees | $98 | 2026-10-11 | |
| Backtest slippage cost | $562 | 2026-10-11 |
| AI categories (Composer) | all-weather tactical, bonds, commodities, defensive factor, gold, inflation hedge, leveraged etfs, momentum, multi-asset, usd, volatility-switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 213 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "QLD", "SHV", "SHY", "SPY", "TIP", "TLT", "TMF", "TMV", "UUP", "VTIP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 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) | 0.78 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,514 | 2026-10-11 | |
| Out-of-sample length | 851 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 714.75% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -13.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.40% | 2026-10-11 |
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