Composer · investment strategy
by Composer Technologies · via Composer
A monthly trend-following mix of commodities and bonds: six equal slices, each holds its commodity only if it outperformed 7–10 year US Treasuries (IEF) over the past month; otherwise that slice parks in IEF. Can range from 0% to 100% bonds.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 17.1% (DBO 17% × 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. : 100% · 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.
Each month the portfolio is split into 6 equal slices: gold (GLD), agriculture (DBA), base metals (DBB), oil (DBO), uranium miners (URA), and timber/forestry stocks (WOOD). For each slice, if it beat 7–10 yr US Treasuries (IEF) over the last ~1 month, hold it; otherwise hold IEF for that slice.
A monthly trend-following mix of commodities and bonds: six equal slices, each holds its commodity only if it outperformed 7–10 year US Treasuries (IEF) over the past month; otherwise that slice parks in IEF. Can range from 0% to 100% bonds.
Inflation-aware, rules-based trend strategy across 6 real-asset sleeves. OOS return 9.29%, max drawdown 15.6% vs SPY 22.1%, and Sharpe ~0.825. Lower downside with competitive growth versus the S&P 500.
Metals, timber, agriculture. The building blocks of the physical world. This strategy holds a given commodity if it has positive momentum--if it’s doing better than medium-term treasury bonds. If not, it’s bonds, bonds, baby. This symphony was developed by Composer. 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) | $24k | 2026-10-19 | |
| Backtest regulatory fees | $30 | 2026-10-19 | |
| Backtest slippage cost | $195 | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, inflation-sensitive, momentum, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DBA", "DBB", "DBO", "GLD", "IEF", "URA", "WOOD" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 311 | 2026-10-19 | |
| Watchers | 586 | 2026-10-19 |
| Backtest length | 3,989 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 5.64% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 138.24% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 9.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.97% | ||
| Return, trailing 1 day (out-of-sample) | 0.62% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -5.28% | ||
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.76% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.37% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.56% | ||
| SPY annualized return over the backtest window (backtest) | 14.27% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.17 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Maximum drawdown, backtest period (backtest) | -33.03% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.64% | ||
| Sharpe ratio, backtest period (backtest) | 0.60 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Sortino ratio, backtest period (backtest) | 0.84 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 10.03% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.60% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 5.49 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.64 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.90% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.65% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
