Composer · investment strategy
by Composer Technologies · via Composer
A simple, diversified ETF mix: half in US stocks with a tech tilt, a quarter in cash-like T‑bills plus a hedge against rising rates, and the rest in staples and gold. Rebalanced annually for steady growth with buffers.
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.
10 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.
0.2% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 5%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 2026-10-11 ()
12.6% 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 9 funds in its are : TBF
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
- 50% in stocks, split equally across: SPY (largest US companies), DIA (Dow blue chips), QQQ (big tech-heavy names), SOXX (chipmakers), XLK (tech sector).<br>- 25% split: SHV (T‑bills, cash-like) and TBF (goes up when long-term Treasury prices fall).<br>- 12.5% in XLP (consumer staples).<br>- 12.5% in GLD (gold).<br>Rebalanced once a year.
A simple, diversified ETF mix: half in US stocks with a tech tilt, a quarter in cash-like T‑bills plus a hedge against rising rates, and the rest in staples and gold. Rebalanced annually for steady growth with buffers.
Out-of-sample, this strategy trims risk while staying near the S&P: Sharpe 1.92 vs 1.36, Calmar 2.42, max drawdown 8.0% vs 18.8%, annualized return 19.43% vs 21.91%. Safer growth with tech exposure and defensive ballast.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $52k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $5 | 2026-10-11 |
| AI categories (Composer) | annual rebalance, gold, inverse treasury hedge, multi-asset etf, staples, t-bills, us stocks (tech tilt) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance frequency | yearly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "GLD", "QQQ", "SHV", "SOXX", "SPY", "TBF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 103 | 2026-10-11 | |
| Watchers | 51 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,310 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 10.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 421.95% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 9.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 9.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.82% | 2026-10-11 |
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