Composer · investment strategy
by Composer Technologies · via Composer
A globally diversified mix of developed‑country stock ETFs that gives more weight to steadier markets and less to choppier ones using the past ~200 days of volatility. Rebalanced daily for a smoother equity ride—risk control within stocks, not a separate hedge.
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.
23 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.
2.9% of weight in (IVV: 3.0%)
22 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 29% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 22 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 International equities label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
It spreads money across stock funds for major developed countries (e.g., US/SPY, Japan/EWJ, UK/EWU, Switzerland/EWL, Canada/EWC, Australia/EWA, Germany/DAX, France/EWQ, etc.). Each day it looks back ~200 trading days to see which countries were calmer (lower price swings). Calmer funds get more money; choppier ones get less. It rebalances daily to keep that mix. It stays fully in stocks, so it can still fall in global sell‑offs.
A globally diversified mix of developed‑country stock ETFs that gives more weight to steadier markets and less to choppier ones using the past ~200 days of volatility. Rebalanced daily for a smoother equity ride—risk control within stocks, not a separate hedge.
Out-of-sample, this volatility-tilted global strategy delivers higher risk-adjusted returns and smaller losses vs the S&P 500: about 19.2% annual return vs 17.8%, Sharpe ~1.25 vs ~1.07, max drawdown ~13.6% vs 18.8%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25k | 2026-10-19 | |
| Backtest regulatory fees | $84 | 2026-10-19 | |
| Backtest slippage cost | $37 | 2026-10-19 |
| AI categories (Composer) | country etfs, daily rebalance, developed markets, equities, low-volatility tilt, risk-based weighting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 24 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.05 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DAX", "EDEN", "EFNL", "EIRL", "EIS", "ENZL", "EWA", "EWC", "EWD", "EWH", "EWI", "EWJ", "EWK", "EWL", "EWN", "EWO", "EWP", "EWQ", "EWS", "EWU", "NORW", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,813 | 2026-10-19 | |
| Out-of-sample length | 496 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 8.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 148.63% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.89% | ||
| Return, trailing 1 day (out-of-sample) | -0.09% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.44% | ||
| Return, trailing 1 week (out-of-sample) | 0.24% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.39% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.79% | ||
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.24 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, backtest period (backtest) | -35.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.55% | ||
| Sharpe ratio, backtest period (backtest) | 0.57 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Sortino ratio, backtest period (backtest) | 0.78 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.06% |
| Annualized turnover, backtest period (backtest) | 0.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.37 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.65% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
