Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, golden‑ratio‑inspired mix of US stocks, long Treasuries, gold, real estate, a small volatility hedge, and a dash of bitcoin. Uses leverage to speed growth; expect bigger ups and downs and drifting weights without rebalancing.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Targets: 35% NTSX (US stocks + US Treasuries in one fund), 10% TNA (triple small-cap stocks), 10% TMF (triple long US Treasuries), 25% GLDM (gold), 15% O (US real estate/REIT), 3% VIXM (volatility hedge), 2% GBTC (bitcoin). Inspired by the golden ratio. Leverage boosts gains and losses. No automatic rebalancing, so weights can drift over time.
An aggressive, golden‑ratio‑inspired mix of US stocks, long Treasuries, gold, real estate, a small volatility hedge, and a dash of bitcoin. Uses leverage to speed growth; expect bigger ups and downs and drifting weights without rebalancing.
Levered multi-asset strategy offers faster compounding with downside protection. OOS: 18.1% vs SPY 24.5%, max drawdown 11.6% vs 13.7%, Calmar 1.56—steadier, more resilient growth vs the S&P 500.
The Levered Golden Ratio is an aggressive portfolio that is designed for accumulation and long-term needs. Similar to the original Golden Ratio portfolio, 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.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | aggressive growth, alternative diversifiers, diversified, leveraged etfs, long-term, multi-asset | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.08% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.19% | ||
| Return, trailing 1 month (out-of-sample) | -4.71% | ||
| Return, trailing 1 year (out-of-sample) | 3.77% | ||
| Return, trailing 3 months (out-of-sample) | -5.67% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.16% |
Composer Technologies · Composer
Composer Technologies · Composer
