Composer · investment strategy
by Composer Technologies · via Composer
A global core portfolio: 60% stocks, 25% bonds, and 15% diversifiers (gold, commodities, mortgage real estate, and listed private‑equity managers). Rebalanced quarterly to keep the mix on target.
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.
12 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.
2.0% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 1.8% (PDBC 4% × 0.48), 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. : 84% · 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 11 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 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.
4 missing
The text the rules are quoted from, with where it came from.
It’s a simple set-it-and-rebalance mix.<br>• 60% in global stocks: broad US market plus non‑US markets.<br>• 25% in bonds: core US bonds, core non‑US bonds (hedged to USD), and US inflation‑linked Treasuries.<br>• 15% split equally among gold, mortgage real estate, diversified commodities, and publicly traded private‑equity managers.<br>Rebalanced every quarter to these targets.
A global core portfolio: 60% stocks, 25% bonds, and 15% diversifiers (gold, commodities, mortgage real estate, and listed private‑equity managers). Rebalanced quarterly to keep the mix on target.
Global 60/25/15 core with quarterly rebalancing offers stronger downside protection than the S&P 500: oos max drawdown 19.5% vs 22.1%, plus inflation hedges and diversified ballast for steadier, risk-aware growth.
The portfolio you can be proud to bring home and introduce to your mother. The total package has it all. Global equity and fixed income exposure complemented by diversification through commodities, real estate, and (indirect) private equity. This symphony was developed by Composer. 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.
| Backtest final value (from $10,000) | $29k | 2026-10-19 | |
| Backtest regulatory fees | $1 | 2026-10-19 | |
| Backtest slippage cost | $4 | 2026-10-19 |
| AI categories (Composer) | 60/40 core, alternatives & diversifiers, global multi-asset, inflation hedges, private equity tilt, quarterly rebalance | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 21 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BX", "CG", "GLD", "IAGG", "KKR", "PDBC", "REM", "TIP", "VTI", "VXUS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-19 |
| Remixes (copies) | 115 | 2026-10-19 | |
| Watchers | 328 | 2026-10-19 |
| Backtest length | 2,747 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.10% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 185.69% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 9.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.83% | ||
| Return, trailing 1 day (out-of-sample) | -0.64% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.29% | ||
| Return, trailing 1 week (out-of-sample) | -1.13% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.28% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.61% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.09% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.59% | ||
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.38 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | ||
| Maximum drawdown, backtest period (backtest) | -26.44% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.53% | ||
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Sortino ratio, backtest period (backtest) | 1.17 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.39% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.44% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 0.63 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.65 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.13% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
