Composer · investment strategy
by Composer Technologies · via Composer
A five-sleeve, rules-based portfolio sized by the Golden Ratio that rotates across stocks, bonds, gold, and real estate using trend and overbought/oversold signals, with a small cash buffer. It uses leveraged ETFs, hedges briefly when overheated, and rebalances daily.
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.
7 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.
0.1% of weight in (IVV: 3.0%)
5 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. : 78% · 2026-10-19 ()
94.0% 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 ()
15 of 24 funds in its are : DRN, DRV, EDC, EDZ, GLL, QLD, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
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 Aggressive risk 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 splits money into 5 sleeves by the Golden Ratio: 42% stocks, 26% bonds, 16% gold, 10% real estate, 6% cash.<br>Each sleeve follows two rules: trend (is price above/below its long-term average?) and heat (has it risen/fallen fast recently?).<br>Uptrend → hold bull funds; overheated → brief hedge; downtrend → rotate to bear funds or Treasuries.<br>Uses 2x/3x ETFs; rebalanced daily; swings can be large.
A five-sleeve, rules-based portfolio sized by the Golden Ratio that rotates across stocks, bonds, gold, and real estate using trend and overbought/oversold signals, with a small cash buffer. It uses leveraged ETFs, hedges briefly when overheated, and rebalances daily.
Outperforms the S&P: OOS annualized return ~34.5% vs ~25.2%, Calmar ~1.47, Sharpe ~1.22, beta ~0.80. Trend-driven, daily-rebalanced sleeves with hedges—higher growth potential with disciplined risk.
The Golden Ratio is a conservative portfolio that is designed for medium to long-term needs. It is based on the mathematical golden ratio known to the ancients, which is approximately 1.618 and is represented by the Greek letter phi. It is a flexible template of five asset classes or allocations that are weighted by successive applications of the golden ratio, resulting in allocations slots of 42%, 26%, 16%, 10% and 6%. The portfolio can be made more aggressive or conservative by adjusting the assets used in each of the five allocation slots.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $458.7M | 2026-10-19 | |
| Backtest regulatory fees | $775k | 2026-10-19 | |
| Backtest slippage cost | $7.3M | 2026-10-19 |
| AI categories (Composer) | emerging markets, gold, leveraged etfs, reits, tactical multi-asset, treasuries, trend & momentum, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 198 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DRN", "DRV", "EDC", "EDZ", "EEM", "GLL", "IEI", "IGIB", "IVV", "IWM", "QLD", "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-19 |
| Remixes (copies) | 49 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 404 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 104.46% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4587k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.49% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.87% | ||
| Return, trailing 1 day (out-of-sample) | -2.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.83% | ||
| Return, trailing 1 week (out-of-sample) | -4.44% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.24% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 38.55% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.42% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.34% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | ||
| Maximum drawdown, backtest period (backtest) | -24.54% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.48% | ||
| Sharpe ratio, backtest period (backtest) | 2.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.39% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.44% |
| Annualized turnover, backtest period (backtest) | 33.90 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.66 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.08% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
