Composer · investment strategy
by Composer Technologies · via Composer
A simple, rules-based plan that monthly buys the 3 best-performing funds from a set spanning US/international stocks, real estate, long Treasury bonds, gold, commodities, and cash-like T‑bills, splitting the money evenly among them.
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.
1.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 12.8% (DBC 34% × 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. : 79% · 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 9 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 Multi-asset 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.
Once a month, it looks at 9 broad funds and measures how much each has gained over the last ~7 months (about 150 trading days).<br>It picks the 3 with the best recent performance and splits the money evenly among them.<br>Next month it repeats and shifts to new leaders if they change.
A simple, rules-based plan that monthly buys the 3 best-performing funds from a set spanning US/international stocks, real estate, long Treasury bonds, gold, commodities, and cash-like T‑bills, splitting the money evenly among them.
Momentum-rotation across 9 macro assets with monthly rebalance. Out-of-sample, it delivers higher risk-adjusted returns than the S&P 500 (Sharpe ~1.90 vs 1.37), stronger upside (29.7% vs 24.5%), and much smaller drawdowns (6.5% vs 13.7%).
https://portfoliodb.co/portfolios/mama-bear-portfolio/
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46k | 2026-10-19 | |
| Backtest regulatory fees | $29 | 2026-10-19 | |
| Backtest slippage cost | $204 | 2026-10-19 |
| AI categories (Composer) | equal weight, momentum rotation, monthly rebalance, multi-asset, rules-based, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBC", "EEM", "EFA", "GLD", "IWM", "SPY", "TLT", "VNQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 26 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,728 | 2026-10-19 | |
| Out-of-sample length | 405 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 8.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 358.25% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.16% | ||
| Return, trailing 1 day (out-of-sample) | -0.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.33% | ||
| Return, trailing 1 week (out-of-sample) | -1.55% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.39% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.78% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.94% | ||
| SPY annualized return over the backtest window (backtest) | 11.29% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.56 | ||
| Maximum drawdown, backtest period (backtest) | -29.91% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.52% | ||
| Sharpe ratio, backtest period (backtest) | 0.66 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.90 | ||
| Sortino ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 13.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.27% |
| Annualized turnover, backtest period (backtest) | 3.48 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.89 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.27% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
