Composer · investment strategy
by Composer Technologies · via Composer
A defensive U.S. stock strategy that shifts among low‑volatility (USMV), high‑dividend (VYM), and quality (QUAL) funds, giving more weight to the one with the smoothest recent price moves. Seeks a steadier ride in downturns; may trail in hot rallies.
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.
3 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.
5.6% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 3 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.
Every quarter, it reviews the last ~60 trading days of ups and downs for three U.S. stock funds: USMV (steadier, lower-variability stocks), VYM (high‑dividend payers), and QUAL (financially strong companies). It gives more money to the calmest fund and less to the jumpiest. The result is a stock‑only mix that usually leans defensive (staples, healthcare, utilities), aiming to soften losses in rough markets, but it can lag in fast, tech‑led rallies.
A defensive U.S. stock strategy that shifts among low‑volatility (USMV), high‑dividend (VYM), and quality (QUAL) funds, giving more weight to the one with the smoothest recent price moves. Seeks a steadier ride in downturns; may trail in hot rallies.
Defensive, rules-based mix of USMV, VYM, and QUAL offers a steadier ride with lower downside (17.3% drawdown vs 22.1% on the S&P) and diversification, delivering resilience in downturns, while potentially lagging during hot rallies.
Feeling nervous about the markets? Want to hold up a giant D and cardboard cut out of a picket fence? This portfolio has you covered. Minimum volatility, quality, and yield factors are defensive factors that tend to outperform during periods of economic contraction. This symphony was developed 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) | $43k | 2026-10-19 | |
| Backtest regulatory fees | $2 | 2026-10-19 | |
| Backtest slippage cost | $8 | 2026-10-19 |
| AI categories (Composer) | defensive, dividend, equity, factor, low volatility, quality, risk-weighted, us large cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QUAL", "USMV", "VYM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 |
| Remixes (copies) | 76 | 2026-10-19 | |
| Watchers | 291 | 2026-10-19 |
| Backtest length | 3,273 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 11.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 333.80% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.44% | ||
| Return, trailing 1 day (out-of-sample) | -0.28% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.85% | ||
| Return, trailing 1 week (out-of-sample) | -0.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.68% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.25% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.20% | ||
| SPY annualized return over the backtest window (backtest) | 14.18% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.35 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Maximum drawdown, backtest period (backtest) | -33.91% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.34% | ||
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Sortino ratio, backtest period (backtest) | 1.18 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.45% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 0.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.41 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.27% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.31% | 2026-10-19 |
Collective2
Composer Technologies · Composer
