Composer · investment strategy
by Composer Technologies · via Composer
A leveraged, globally diversified take on the Yale/Swensen model: 70% in stock/real-estate funds and 30% in bonds, implemented with 2–3x leveraged ETFs and rebalanced quarterly. Expect large swings; leveraged ETFs reset 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.
0.9% of weight in (IVV: 3.0%)
6 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. : 95% · 2026-10-19 ()
85.3% 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% · 2026-10-19 ()
5 of 6 funds in its are : DRN, EDC, EFO, TYD, UPRO
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 holds six funds at fixed weights and rebalances quarterly.<br>• UPRO 30%: aims for 3x the S&P 500’s daily move (big US companies).<br>• EFO 15%: aims for 2x developed markets outside the US (Europe/Japan).<br>• EDC 5%: aims for 3x emerging markets (China, India, etc.).<br>• DRN 20%: aims for 3x US real estate (REITs).<br>• TIP 15%: inflation‑protected US bonds.<br>• TYD 15%: aims for 3x 7–10yr US Treasuries.
A leveraged, globally diversified take on the Yale/Swensen model: 70% in stock/real-estate funds and 30% in bonds, implemented with 2–3x leveraged ETFs and rebalanced quarterly. Expect large swings; leveraged ETFs reset daily.
Global, levered, six-sleeve portfolio with inflation hedges and real estate. Out-of-sample: ~14.4% annualized return, Calmar ~0.50, max drawdown ~28.9%. Diversification and non-S&P return drivers to complement the S&P 500.
Well-diversified, equity-oriented, and rebalanced frequently. This strategy embodies the investing philosophy of the late, great David Swensen, the former chief investment officer of Yale University. It’s made up of stocks, bonds, and real estate and rebalanced daily. The strategy was developed by David Swensen and adapted into a symphony 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) | $204k | 2026-10-19 | |
| Backtest regulatory fees | $11 | 2026-10-19 | |
| Backtest slippage cost | $65 | 2026-10-19 |
| AI categories (Composer) | bonds, global equities, leveraged etfs, multi-asset, quarterly rebalance, real estate, swensen/yale model, tips | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 8 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DRN", "EDC", "EFO", "TIP", "TYD", "UPRO" ] | 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) | 1.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,341 | 2026-10-19 | |
| Out-of-sample length | 532 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 19.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1940% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.49% | ||
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.11% | ||
| Return, trailing 1 week (out-of-sample) | -2.12% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.16% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.48% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.65% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.10% | ||
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | ||
| Maximum drawdown, backtest period (backtest) | -55.75% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.92% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Sortino ratio, backtest period (backtest) | 1.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.00% |
| Annualized turnover, backtest period (backtest) | 1.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
