Composer · investment strategy
by Composer Technologies · via Composer
A simple Boglehead-style buy‑and‑hold: 70% U.S. stocks (VTI), 20% international stocks (VXUS), 10% short‑term T‑bills (BIL). Broad, low‑cost diversification with little trading; risk and returns come mainly from the 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.
No rules extracted from this strategy’s text yet.
4 positions as of 2026-10-19
: 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.
2.8% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 84% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 3 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 International equities 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.
Put 70% in VTI (owns almost every U.S. company stock), 20% in VXUS (stocks outside the U.S.), and 10% in BIL (very short‑term U.S. Treasury bills, a cash‑like buffer). Then hold it. No timing or trading rules; no scheduled rebalancing. Stocks drive growth; the T‑bill slice softens drops a bit and earns short‑term interest. Together they cover most global sectors.
A simple Boglehead-style buy‑and‑hold: 70% U.S. stocks (VTI), 20% international stocks (VXUS), 10% short‑term T‑bills (BIL). Broad, low‑cost diversification with little trading; risk and returns come mainly from the stock market.
Out-of-sample, this 70/20/10 global mix beats the S&P 500 on risk-adjusted terms: oos Sharpe ~1.26 vs SPY ~1.21; lower max drawdown ~16% vs ~18.8%; Calmar ~1.15; and diversified, low-maintenance design.
1/28/2011 - Made by Azqato
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $55k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $2 | 2026-10-19 |
| AI categories (Composer) | asset allocation, boglehead, buy-and-hold, passive indexing, t-bills/cash sleeve, u.s. and international equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.55 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "VTI", "VXUS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,953 | 2026-10-19 | |
| Out-of-sample length | 529 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 11.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 446.21% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.07% | ||
| Return, trailing 1 day (out-of-sample) | -0.92% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.82% | ||
| Return, trailing 1 week (out-of-sample) | -1.41% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.90% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.56% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.29% | ||
| SPY annualized return over the backtest window (backtest) | 14.09% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.35 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Maximum drawdown, backtest period (backtest) | -32.42% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.99% | ||
| Sharpe ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Sortino ratio, backtest period (backtest) | 1.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.53% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.24% |
| Annualized turnover, backtest period (backtest) | 0.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.92% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
