Composer · investment strategy
by Composer Technologies · via Composer
A simple inflation‑hedge mix: 30% consumer staples stocks (VDC), 30% broad commodities (DBC), 20% gold (GLD), and 20% a fund that rises when long‑term Treasuries fall (TBF). Helps if prices and rates surge; may lag in disinflation.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
: 12.0% (DBC 32% × 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. : 100% · 2026-10-11 ()
21.3% 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 ()
1 of 4 funds in its are : TBF
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 Capital preservation 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.
Holds four ETFs at target weights to hedge inflation:<br>• 30% VDC: everyday‑goods companies (groceries, soap).<br>• 30% DBC: broad commodities (oil, metals, crops).<br>• 20% GLD: gold.<br>• 20% TBF: rises when long‑term Treasuries fall (rates up).<br>If prices and rates jump, DBC/GLD/TBF help while VDC is steadier. No automatic rebalancing; weights can drift.
A simple inflation‑hedge mix: 30% consumer staples stocks (VDC), 30% broad commodities (DBC), 20% gold (GLD), and 20% a fund that rises when long‑term Treasuries fall (TBF). Helps if prices and rates surge; may lag in disinflation.
Out-of-sample edge: Sharpe 1.33 vs 0.88; max drawdown 8.9% vs 22%; Calmar 1.43. Annualized return 12.73% vs 14.72%. Yet, far stronger downside protection in inflation regimes and better risk-adjusted performance through diversification.
This symphony is a basket of assets designed to hedge against an inflation spiral scenario and includes consumer staples, gold, energy and agricultural commodities, and treasury shorts. This symphony was developed by Stoic Finance and Composer.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $5 | 2026-10-11 |
| AI categories (Composer) | commodities, consumer staples, defensive, gold, inflation hedge, short treasuries, stagflation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "TBF", "VDC" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 168 | 2026-10-11 | |
| Watchers | 347 | 2026-10-11 |
| Backtest length | 4,310 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 6.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 188.68% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 9.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 9.36% | 2026-10-11 |
| Risk rating (Composer data field) | Aggressive | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
