Composer · investment strategy
by Composer Technologies · via Composer
A globally diversified mix of stocks, bonds, commodities, gold, and a small bitcoin slice. A simple 1‑month check flips between bond funds to stay more defensive or more aggressive. The portfolio is checked and rebalanced weekly.
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 Multi-asset 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.
6 missing
The text the rules are quoted from, with where it came from.
What you own and why:<br>- 60% stocks: VTI (US total market), VEA (developed ex‑US), VWO (emerging), for broad growth.<br>- 20% bonds that switch weekly using a simple 1‑month check: if broad bonds beat cash (BND>BIL), use ZROZ (long US Treasuries) else USFR (floating‑rate). If high‑yield beats cash (JNK>BIL), use JPIB (intl multi‑bond) else BWX (intl gov’t).<br>- 10% SDCI (commodities), 7.5% FGDL (gold), 2.5% BITB (bitcoin). Rebalance weekly.
A globally diversified mix of stocks, bonds, commodities, gold, and a small bitcoin slice. A simple 1‑month check flips between bond funds to stay more defensive or more aggressive. The portfolio is checked and rebalanced weekly.
Out-of-sample, this strategy delivers a smoother ride and strong risk-adjusted performance vs the S&P: Calmar ~1.95, Sharpe ~1.13, max drawdown ~6.7% (vs 8.9%), with ~13.1% annualized return from broad diversification (bonds, gold, commodities, bitcoin).
The portfolio is adapted from Finimize.com, substituting ZROZ (or USFR) from TLT, SDCI from PDBC, FGDL from SGOL, BITB from IBIT, and JPIB (or BWX). The original article can be found at Finimize: https://finimize.com/content/how-to-add-balance-to-your-portfolio-for-a-long-easy-ride
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, crypto, diversified, global, gold, long-term investing, multi-asset, rules-based, tactical bonds | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.13% | ||
| Return, trailing 1 month (out-of-sample) | -0.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.11% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.73% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.58% |
Composer Technologies · Composer
Composer Technologies · Composer
