Composer · investment strategy
by Composer Technologies · via Composer
A simple, low‑cost 60% stocks/40% bonds mix using VTI and BND. It aims for long‑term growth with smoother ups and downs than all‑stock portfolios, rebalancing each quarter to stay near the 60/40 target.
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 2026-10-19
: 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.
2.4% of weight in (IVV: 3.0%)
2 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. : 94% · 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 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
- 60% goes into Vanguard Total Stock Market ETF (VTI), which owns thousands of U.S. stocks (from Apple to small firms) for growth.<br>- 40% goes into Vanguard Total Bond Market ETF (BND), a mix of high‑quality U.S. bonds for stability and income.<br>- Every quarter it resets back to 60/40 by trimming the winner and topping up the laggard.
A simple, low‑cost 60% stocks/40% bonds mix using VTI and BND. It aims for long‑term growth with smoother ups and downs than all‑stock portfolios, rebalancing each quarter to stay near the 60/40 target.
Simple 60/40 VTI/BND with quarterly rebalancing offers steadier growth and milder drawdowns than the S&P 500: out-of-sample drawdown 17.6% vs 22.1%, out-of-sample return 8.6% vs 14.7%, beta ~0.64—lower risk, solid growth, at low cost.
Traditional. Classic. Timeless. Call it what you will, the 60/40 portfolio has endured for decades as a popular investing strategy. It consists of 60% equities and 40% bonds. Equities are intended to provide growth while bonds to smooth out the bumps along the way. This enduring strategy was adapted into a symphony by Composer.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $45k | 2026-10-19 | |
| Backtest regulatory fees | $3 | 2026-10-19 | |
| Backtest slippage cost | $7 | 2026-10-19 |
| AI categories (Composer) | 60/40, asset allocation, diversified, low-cost, passive core, quarterly rebalance, stocks and bonds, us-focused | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "VTI" ] | 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) | 0.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 245 | 2026-10-19 | |
| Watchers | 453 | 2026-10-19 |
| Backtest length | 4,913 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 8.03% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 351.26% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.41% | ||
| Return, trailing 1 day (out-of-sample) | -0.68% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.48% | ||
| Return, trailing 1 week (out-of-sample) | -0.76% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.38% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.82% | ||
| SPY annualized return over the backtest window (backtest) | 10.94% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Maximum drawdown, backtest period (backtest) | -35.17% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.58% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | ||
| Sortino ratio, backtest period (backtest) | 1.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.74% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.33% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 0.58 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.51 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.51% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.11% | 2026-10-19 |
Collective2
Composer Technologies · Composer
