Composer · investment strategy
by Composer Technologies · via Composer
Half in SPY (S&P 500 stocks) and half in cash, rebalanced daily. Simple way to own big U.S. companies while cutting ups and downs versus going 100% stocks.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
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% · 2026-10-11 ()
0 of 1 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 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.
Every day, it targets a 50/50 split: 50% in SPY and 50% in cash. SPY is a fund that owns the ~500 largest U.S. companies (Apple, Microsoft, Google, Tesla, etc.). If prices move it off target, it rebalances back to 50/50. No forecasts—just a fixed mix.
Half in SPY (S&P 500 stocks) and half in cash, rebalanced daily. Simple way to own big U.S. companies while cutting ups and downs versus going 100% stocks.
Near-identical risk-adjusted upside to the S&P 500 with a cash buffer. Out-of-sample: return 14.1886% vs 14.1912% (SPY); max drawdown 22.0948% vs 22.0964%; Sharpe ~0.856; Calmar ~0.642. 50/50 SPY/cash, daily rebalance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $324k | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | buy-and-hold, cash buffer, daily rebalance, low complexity, passive, s&p 500, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 1 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 8,481 | 2026-10-11 | |
| Out-of-sample length | 1,172 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 10.88% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3137% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.45% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.25% | 2026-10-11 |
| Daily win rate, backtest period (backtest) | 53.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.75% | 2026-10-11 |
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Composer Technologies · Composer
