Composer · investment strategy
by Composer Technologies · via Composer
A simple “all‑weather” mix: 20% each in broad US stocks, small‑cap value, long Treasuries, short Treasuries, and gold. It aims to smooth the ride across growth, recessions, and inflation, rebalancing only to stay roughly equal (no guarantees).
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.
5 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.
1.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 5 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.
Split your money equally (about 20% each) across five funds: VTI (the whole US stock market), VBR (smaller, cheaper US stocks), TLH (10–20 year US Treasury bonds), SHY (1–3 year US Treasury bonds), and GLD (gold). No market timing. When any slice drifts ~5% from target, trim the winner and add to the laggard to get back to equal.
A simple “all‑weather” mix: 20% each in broad US stocks, small‑cap value, long Treasuries, short Treasuries, and gold. It aims to smooth the ride across growth, recessions, and inflation, rebalancing only to stay roughly equal (no guarantees).
All-weather 5-asset mix (stocks, small-cap value, Treasuries, gold) offers lower drawdowns (15.6% vs 22%), lower beta, and strong risk-adjusted results versus SPY—delivering steadier, more resilient growth even though raw returns may lag the S&P.
We would have called it the bullion butterfly, but nobody asked us. The Golden Butterfly symphony is inspired by the popular equal-weight portfolio combining stocks, short- and long-term Treasuries, and gold. It's simple, balanced, and should float through up and down markets. 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) | $44k | 2026-10-19 | |
| Backtest regulatory fees | $1 | 2026-10-19 | |
| Backtest slippage cost | $5 | 2026-10-19 |
| AI categories (Composer) | asset allocation, balanced, buy-and-hold, diversified, gold, long-only, low-turnover, multi-asset, treasuries, us stocks | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SHY", "TLH", "VBR", "VTI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 |
| Remixes (copies) | 212 | 2026-10-19 | |
| Watchers | 334 | 2026-10-19 |
| Backtest length | 4,973 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 7.79% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 339.81% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.97% | ||
| Return, trailing 1 day (out-of-sample) | -0.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.74% | ||
| Return, trailing 1 week (out-of-sample) | -0.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.44% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.27% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.59% | ||
| SPY annualized return over the backtest window (backtest) | 10.92% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, backtest period (backtest) | -21.82% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.61% | ||
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 1.22 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.27% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 9.68% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 0.78 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.64% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.44% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
