Composer · investment strategy
by Composer Technologies · via Composer
A simple benchmark: 50% SPY (broad U.S. large caps) and 50% QQQ (tech-heavy Nasdaq-100). No market timing—just rebalance when one side moves ~1% away from 50/50. Strong U.S. stock exposure with a big-tech tilt.
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.
2 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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, 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. : 98% · 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 2 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 Technology 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.
It splits your money about 50/50 between two stock index funds: SPY (the 500 biggest U.S. companies) and QQQ (the 100 biggest Nasdaq companies, very tech-heavy). It doesn’t time the market. It only trades to get back near 50/50 if one side drifts by ~1%. Fully stock-focused; big-tech tilt.
A simple benchmark: 50% SPY (broad U.S. large caps) and 50% QQQ (tech-heavy Nasdaq-100). No market timing—just rebalance when one side moves ~1% away from 50/50. Strong U.S. stock exposure with a big-tech tilt.
Out-of-sample: 22.3% annualized return vs 19.8% for SPY, with solid risk balance (Sharpe ~1.25, Calmar ~1.07). A disciplined 50/50 SPY/QQQ mix combines growth upside with clear, rules-based rebalancing.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $139k | 2026-10-11 | |
| Backtest regulatory fees | $7 | 2026-10-11 | |
| Backtest slippage cost | $13 | 2026-10-11 |
| AI categories (Composer) | 50/50 split, benchmark, buy-and-hold, large-cap, passive, qqq, spy, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "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) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,939 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 10.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1288% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
