Composer · investment strategy
by Composer Technologies · via Composer
A rules-based retirement mix that toggles between growth (QQQ/SPY), diversified bonds, and safe-haven assets (Treasuries, gold, dollar) based on calm vs stressed markets—seeking equity-like gains with smaller 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.
14 positions as of 2026-10-11
: 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.
1.8% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.6% (DBC 10% × 0.37), 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. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
0 of 15 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 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.
4 missing
The text the rules are quoted from, with where it came from.
Tickers: QQQ=Nasdaq 100 (big tech), SPY=US stocks, TLT=long Treasuries, SHY/SHV=T‑bills, HYG=junk bonds, LQD=IG bonds, IEF/IEI=7‑10y/3‑7y Treasuries, TIP=inflation bonds, GLD=gold, DBC=commodities, UUP=US dollar, XLP=staples, BTAL=hedge.<br>It splits into Growth (50%), Yield (25%), Preservation (25%). Growth holds QQQ or SPY when markets are calm; if not, it moves to safer mixes and only buys QQQ if it’s briefly very weak. Yield blends bond funds, giving more weight to steadier ones, and rotates among Treasuries/cash/gold/dollar. Preservation keeps some gold and the strongest recent performers among Treasuries, stocks, gold, commodities, and the dollar.
A rules-based retirement mix that toggles between growth (QQQ/SPY), diversified bonds, and safe-haven assets (Treasuries, gold, dollar) based on calm vs stressed markets—seeking equity-like gains with smaller drawdowns.
Out-of-sample, this strategy outperforms on risk-adjusted terms with far smaller drawdowns: Sharpe 1.69 vs 1.42, Calmar 2.63, max drawdown 7.25% vs 18.76%. A near-20% annual return with far steadier, more durable growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $68k | 2026-10-11 | |
| Backtest regulatory fees | $93 | 2026-10-11 | |
| Backtest slippage cost | $788 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, multi-asset, retirement, risk-managed, tactical allocation, trend/momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 100 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "QQQ", "SHV", "SHY", "SPY", "TIP", "TLT", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 856 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 584.37% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -8.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 9.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.48% | 2026-10-11 |
Collective2
Composer Technologies · Composer
