Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-asset portfolio mixing core US stocks+Treasuries, gold, managed futures, rotating strong sectors, value stocks, and trend-aware commodities. Aims for 60/40-like volatility with smaller drawdowns and better risk-adjusted returns.
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.
14.3% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31)
: 4.5% (DBE 2% × 1.00, DBO 2% × 1.00), 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. : 96% · 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 ()
0 of 25 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.
Opus blends 5 sleeves:<br>- 15% NTSX (US stocks + Treasuries in one fund).<br>- 25% hedge: gold (GLD) and managed futures (DBMF), giving more to the steadier one over the last month.<br>- 25% sectors: own the 2 best U.S. sectors by ~200‑day performance.<br>- 20% large‑cap value: 4 value funds, more to the steadier over ~21 days.<br>- 15% commodities: for each area (agri, metals, oil, uranium, timber, gold, energy), own it only if it beat T‑bills (SHV) over ~2 months; else hold SHV. Updated quarterly.
A rules-based, multi-asset portfolio mixing core US stocks+Treasuries, gold, managed futures, rotating strong sectors, value stocks, and trend-aware commodities. Aims for 60/40-like volatility with smaller drawdowns and better risk-adjusted returns.
Diversified, rules-based strategy offering stronger risk-adjusted returns and far smaller drawdowns than the S&P. Out-of-sample Sharpe 1.06 vs 0.88, max drawdown 12.6% vs 22.1%, beta ~0.53, Calmar ~0.91—a resilient core with upside potential.
The all-in-one solution for systematic investing. Opus combines multiple strategies with a data-driven approach to navigate uncertainty and change. Opus is powered by Composer’s innovative technology and our team’s best thinking. This <strong>symphony is actively managed</strong> and <strong>will be updated quarterly</strong> by the Composer Investment Committee. <br><br> This version of Opus aims to deliver <strong>better risk-adjusted returns and lower drawdowns</strong> than a 60/40 stocks/bonds portfolio while <strong>roughly matching its volatility</strong>. <br><br> <strong>Please do not edit the symphony in any way</strong>, outside of changing its name or adding a note to the symphony description. If you edit this symphony either before or after investing, you won’t be able to receive updates from Composer.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-11 | |
| Backtest regulatory fees | $40 | 2026-10-11 | |
| Backtest slippage cost | $187 | 2026-10-11 |
| AI categories (Composer) | commodities, gold hedge, managed futures, multi-asset, rules-based, sector rotation, trend following, value tilt, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBA", "DBB", "DBE", "DBMF", "DBO", "FNDX", "GLD", "NTSX", "RWL", "SHV", "URA", "VAW", "VCR", "VDC", "VDE", "VFH", "VGT", "VHT", "VIS", "VLUE", "VNQ", "VOX", "VPU", "VTV", "WOOD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 1,364 | 2026-10-11 | |
| Watchers | 1,443 | 2026-10-11 |
| Backtest length | 1,836 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 155.67% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.76% | 2026-10-11 |
| Risk rating (Composer data field) | Moderate | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
