Composer · investment strategy
by Composer Technologies · via Composer
A diversified real-asset mix to help against inflation and market shocks: small fixed slices of gold, real estate, and TIPS, with the rest in silver, broad commodities, oil, and timber sized by recent volatility. Rebalanced quarterly.
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.
7 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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
: 7.9% (PDBC 9% × 0.48, DBO 4% × 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. : 90% · 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 7 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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Owns real-asset ETFs: GLD=gold, VNQ=US real estate, TIP=inflation-linked Treasuries, SLV=silver, PDBC=broad commodities futures, DBO=oil, WOOD=timber/forestry stocks.<br>Fixed: 5% GLD, 15% VNQ, 10% TIP. The other 70% goes to SLV/PDBC/DBO/WOOD based on 60-day volatility—calmer gets more, jumpier less. Rebalanced quarterly.
A diversified real-asset mix to help against inflation and market shocks: small fixed slices of gold, real estate, and TIPS, with the rest in silver, broad commodities, oil, and timber sized by recent volatility. Rebalanced quarterly.
Inflation-hedged real-asset mix with crisis resilience: low stock beta (~0.28), smaller OOS drawdowns (19.9% vs SPY 22.1%), solid risk-adjusted metrics (OOS Sharpe ~0.64, Calmar ~0.31). Diversifies and dampens SPY downside.
Time to get real. Real assets. Gold, real estate, TIPs, silver, diversified commodities, oil, and timber are good hedges against inflation and market turmoil. This diversified symphony provides exposure to real assets for inflation and volatility conscious investors. 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) | $19k | 2026-10-19 | |
| Backtest regulatory fees | $2 | 2026-10-19 | |
| Backtest slippage cost | $11 | 2026-10-19 |
| AI categories (Composer) | commodities, etfs, inflation hedge, multi-asset, real assets, risk-weighted | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 9 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DBO", "GLD", "PDBC", "SLV", "TIP", "VNQ", "WOOD" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 |
| Remixes (copies) | 65 | 2026-10-19 | |
| Watchers | 229 | 2026-10-19 |
| Backtest length | 2,942 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 5.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 87.45% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 6.17% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.01% | ||
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.85% | ||
| Return, trailing 1 week (out-of-sample) | 0.15% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.74% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.33% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.27% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.59% | ||
| SPY annualized return over the backtest window (backtest) | 13.77% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.31 | ||
| Maximum drawdown, backtest period (backtest) | -21.34% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.89% | ||
| Sharpe ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Sortino ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.16% |
| Risk rating (Composer data field) | Aggressive | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 1.06 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.13 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.87% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.56% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
