Composer · investment strategy
by Composer Technologies · via Composer
A simple, all-in S&P 500 plan: holds SPY at 100% and rebalances daily. Broad U.S. large-cap exposure across sectors, dominated by mega-cap tech. No timing or hedging—moves with the U.S. stock market.
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.
“This keeps 100% of your money in SPY”
“It checks every day and tops up to stay fully in SPY”
“an ETF that tracks the S&P 500”
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 Index tracker 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.
5 missing
The text the rules are quoted from, with where it came from.
This keeps 100% of your money in SPY, an ETF that tracks the S&P 500—about 500 of the biggest U.S. companies (Apple, Microsoft, Amazon, Alphabet, Meta, Tesla, etc.) across many sectors. It checks every day and tops up to stay fully in SPY. No timing, hedging, bonds, or cash. Expect it to rise and fall with the U.S. stock market.
A simple, all-in S&P 500 plan: holds SPY at 100% and rebalances daily. Broad U.S. large-cap exposure across sectors, dominated by mega-cap tech. No timing or hedging—moves with the U.S. stock market.
OOS data show a 100% SPY strategy that mirrors the S&P 500: ~16% annual return, beta ≈1, Sharpe ≈0.964, and minimal drawdowns. Simple, transparent, with proven US large-cap exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, daily rebalance, long-only, passive, s&p 500, single etf, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.29% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 3 months (out-of-sample) | 3.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.90% |
Composer Technologies · Composer
Composer Technologies · Composer
