Composer · investment strategy
by Composer Technologies · via Composer
A mostly stock portfolio (about 88.5% US + international) with a small Treasury bond cushion (about 11.5%), built by blending conservative, moderate, and aggressive sleeves using low-cost Vanguard ETFs. No market timing or automatic rebalancing.
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.
It blends three sleeves: 10% Conservative, 15% Moderate, 75% Aggressive. Each sleeve holds simple mixes of four Vanguard funds (US stocks, international stocks, long US Treasuries, short US Treasuries). Combined, that nets about 60.5% US stocks, 28% international stocks, 8% long Treasuries, 3.5% short Treasuries. No market timing and no automatic rebalancing.
A mostly stock portfolio (about 88.5% US + international) with a small Treasury bond cushion (about 11.5%), built by blending conservative, moderate, and aggressive sleeves using low-cost Vanguard ETFs. No market timing or automatic rebalancing.
Out-of-sample, this strategy offers strong risk-adjusted growth with lower beta and milder drawdowns than the S&P 500. Calmar 2.15; Sharpe 1.48 (SPY 1.63); return 18.5% vs 21.3% - plus global diversification and a bond cushion.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, global equities, risk-based blend, strategic asset allocation, us treasuries, vanguard etfs | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.20% | ||
| Return, trailing 1 month (out-of-sample) | 0.11% | ||
| Return, trailing 1 year (out-of-sample) | 14.68% | ||
| Return, trailing 3 months (out-of-sample) | 1.46% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.15 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.98% |
Composer Technologies · Composer
Composer Technologies · Composer
