Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, all-weather portfolio: core stocks+bonds, a gold/managed-futures hedge, sector rotation, value stocks, and commodity sleeves that step to T‑Bills when trends weaken. Uses low-cost, K‑1‑free ETFs where possible.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
- 15%: Core stocks+bonds in one fund (NTSX).<br>- 25%: A hedge split between gold (FGDL) and managed futures (CTA); the calmer one lately gets more weight.<br>- 25%: Own the 2 best‑performing US sectors over ~200 days (from Vanguard sector funds).<br>- 20%: Value‑focused stock funds (US + international), sized by recent steadiness.<br>- 15%: 7 commodity themes held only if they beat T‑Bills over ~42 days; otherwise sit in T‑Bills (SGOV).<br>- Rebalance if weights drift >2%.
A rules-based, all-weather portfolio: core stocks+bonds, a gold/managed-futures hedge, sector rotation, value stocks, and commodity sleeves that step to T‑Bills when trends weaken. Uses low-cost, K‑1‑free ETFs where possible.
All-weather, rules-based diversification with gold/managed-futures hedge and sector/value tilts. Out-of-sample: ~12.6% annualized return, ~6.4% max drawdown, Calmar ~2.0—stronger downside protection and risk-adjusted performance vs. the S&P 500.
The all-in-one solution for systematic investing. Opus combines multiple strategies with a data-driven approach to navigate uncertainty and change. Initially created by Composer. Made no weight changes but substituted the following: FGDL for GLD, CTA for DBMF, PDBA for DBA, PICK for DBB, OILK for DBO, FCG for DBE, and URNM for URA --substitute consideration: No K-1 or lower expenses. Redo the Large Cap Value sleeve -- FVAL (over VLUE and RWL) and IUS (over FNDX and VTV) on a higher 3-mo Sharpe ratio; FIVA to broaden market; GVAL as wild card.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | all-weather, commodity trend, gold hedge, managed futures, multi-asset, sector rotation, tactical cash, value tilt | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.81% | ||
| Return, trailing 1 month (out-of-sample) | -1.04% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.17% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.45% |
Composer Technologies · Composer
Composer Technologies · Composer
