Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, medium‑aggressive mix: 50% growth that leans into tech when conditions are calm and turns defensive when rough; 25% flexible bond sleeve; 25% preservation via trend across Treasuries, gold, commodities, dollar, and cash.
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.
14 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.
1.4% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.9% (DBC 13% × 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. : 97% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 16 funds in its are : QLD
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.
It splits the portfolio into three sleeves: Growth 50%, Yield 25%, Preservation 25%.<br><br>Growth: If the S&P 500 is calm, own broad stocks (SPY) or a turbo tech fund (QLD) when long Treasuries (TLT) are strong. If markets are jumpy, only buy QLD after a big dip; otherwise use a defensive mix (short Treasuries SHY, SPY, gold GLD, staples XLP, defensive long/short BTAL).<br><br>Yield: Mix bond funds and lean into the steadier ones; buy TLT only when it’s calm, otherwise rotate among cash‑like T‑bills (SHV), the US dollar (UUP), gold (GLD), and high yield (HYG). Keep a core in 3–7y Treasuries (IEI).<br><br>Preservation: Trend‑follow the strongest assets (stocks SPY, Treasuries TLT, gold GLD, commodities DBC, US dollar UUP, cash SHV) and keep extra gold.<br><br>RSI = a quick “hot/cold” meter (low = washed out). Volatility = how bumpy prices have been. Momentum = recent winners.
A rules‑based, medium‑aggressive mix: 50% growth that leans into tech when conditions are calm and turns defensive when rough; 25% flexible bond sleeve; 25% preservation via trend across Treasuries, gold, commodities, dollar, and cash.
Out-of-sample Sharpe 1.55 vs SPY 1.42; max drawdown 9.44% vs 18.76%. Annualized return 20.0% (vs 22.12%). Stronger risk-adjusted performance and far better downside resilience via diversified sleeves and rule-based trend/momentum signals.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $93k | 2026-10-11 | |
| Backtest regulatory fees | $111 | 2026-10-11 | |
| Backtest slippage cost | $716 | 2026-10-11 |
| AI categories (Composer) | medium aggressive, multi-asset, retirement, risk-managed, tactical allocation, trend/momentum, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 100 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "QLD", "QQQ", "SHV", "SHY", "SPY", "TIP", "TLT", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 856 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 825.42% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 10.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.47% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.48% | 2026-10-11 |
Collective2
Composer Technologies · Composer
