Composer · investment strategy
by Composer Technologies · via Composer
A dividend-and-bond portfolio that shifts its stock sleeve to short‑term Treasuries when the market weakens, aiming for steady income, moderate growth, and reduced drawdowns.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
65% goes to income‑oriented stock/real‑estate funds only when the U.S. market’s recent average price is above its 100‑day average; otherwise that 65% parks in short‑term Treasuries (SHV). The other 35% always stays in bonds. Stock/REIT sleeve: VIG/VYM (U.S. dividend stocks), VNQ (real estate), REM (mortgage REITs). Bonds: BND (broad bonds), HYG (higher‑yield corp), LQD (high‑quality corp). Goal: income + some growth with smaller drops. No leverage.
A dividend-and-bond portfolio that shifts its stock sleeve to short‑term Treasuries when the market weakens, aiming for steady income, moderate growth, and reduced drawdowns.
Income-focused, risk-aware: a dividend/bond strategy with a trend overlay that shifts to Treasuries in weak markets. Out-of-sample: max drawdown ~16% vs ~22% for the S&P, Calmar ≈0.20, offering steadier income and downside protection with lower volatility than the S&P.
What do we want? Income, growth, and downside protection! Dividend-focused ETFs, real estate, and bonds are balanced to generate income while providing portfolio growth. In addition, the symphony shifts its equity allocation to short-term treasuries if the market trends below its 100-day moving average. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, dividend income, multi-asset, reits, risk-managed, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.39% | ||
| Return, trailing 1 month (out-of-sample) | -4.03% | ||
| Return, trailing 1 year (out-of-sample) | 1.91% | ||
| Return, trailing 3 months (out-of-sample) | -4.81% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.44 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.29% |
Collective2
Composer Technologies · Composer
