Composer · investment strategy
by Composer Technologies · via Composer
A simple 70% SPY / 30% RSP blend. It keeps the S&P 500’s leaders but adds equal‑weight breadth to cut top‑stock concentration. No market timing—just monthly rebalancing for a steadier, more diversified U.S. large‑cap core.
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 Strategic asset allocation label, from other sources first, strongest risk-adjusted return first.
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.
6 missing
The text the rules are quoted from, with where it came from.
Hold 70% in SPY (the standard S&P 500 fund, heavier in the biggest tech‑driven companies) and 30% in RSP (the equal‑weight S&P 500 fund, which boosts smaller names). Rebalance monthly back to 70/30.<br>This covers all major U.S. sectors and reduces reliance on the top 10 stocks while keeping exposure to market leaders.
A simple 70% SPY / 30% RSP blend. It keeps the S&P 500’s leaders but adds equal‑weight breadth to cut top‑stock concentration. No market timing—just monthly rebalancing for a steadier, more diversified U.S. large‑cap core.
A 70/30 SPY/RSP blend delivers better risk-adjusted results than SPY: higher out-of-sample Sharpe, lower drawdowns, and a bigger Calmar ratio, with only a small return gap. No timing, monthly rebalances for steadier, broader U.S. exposure.
Strategic allocation holding 70% SPY and 30% RSP to balance mega-cap growth with diversification. Maintains exposure to large-cap leadership while reducing concentration risk from top 10 stocks. No tactical timing required - pure structural blend for long-term investors concerned about market-cap concentration.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | diversification, equal-weight tilt, long-term, monthly rebalance, no timing, passive blend, s&p 500, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.63% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.01% | ||
| Return, trailing 1 month (out-of-sample) | 1.56% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.73% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.16% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.64% |
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