Composer · investment strategy
by Composer Technologies · via Composer
A diversified ETF portfolio: ~87% stocks with a tech tilt, 10% bonds, and 3% commodities/real estate/solar. Equal‑weighted within sleeves, buy‑and‑hold, no automatic rebalancing. Broad exposure but U.S. and growth heavy.
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.
16 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.
1.6% of weight in (IVV: 3.0%)
14 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 1.3% (DBC 3% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 83% · 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 15 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 Multi-asset label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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 builds a mostly stock, buy-and-hold mix using ETFs. 40% in broad U.S. stocks—QQQ (big growth/tech), SPY (S&P 500), VTI (total U.S.). 20% in non‑U.S. stocks—EFA (developed), VWO (emerging), ACWX (world ex‑U.S.). 20% in U.S. sectors—XLY (consumer), XLV (health), XLK (tech). 10% in bonds—AGG/BND (core), LQD (corporate). 10% in diversifiers—DBC (commodities), IYR (U.S. real estate stocks), TAN (solar). Equal within groups. No scheduled rebalancing.
A diversified ETF portfolio: ~87% stocks with a tech tilt, 10% bonds, and 3% commodities/real estate/solar. Equal‑weighted within sleeves, buy‑and‑hold, no automatic rebalancing. Broad exposure but U.S. and growth heavy.
Out-of-sample strength: lower risk with strong risk-adjusted gains vs SPY—drawdown 16.3% vs 18.8%, beta 0.88, Calmar 1.15, return 18.68% vs 21.17%. Diversified, tech-forward multi-asset mix aimed at resilience and steady growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $68k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $2 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, diversified, etfs, long-only, multi-asset, strategic asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 27 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACWX", "AGG", "BND", "DBC", "EFA", "IYR", "LQD", "QQQ", "SPY", "TAN", "VTI", "VWO", "XLK", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,657 | 2026-10-19 | |
| Out-of-sample length | 625 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 583.45% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.41% | ||
| Return, trailing 1 day (out-of-sample) | -1.17% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.10% | ||
| Return, trailing 1 week (out-of-sample) | -1.63% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.11% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.96% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.79% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.86% | ||
| SPY annualized return over the backtest window (backtest) | 11.95% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Maximum drawdown, backtest period (backtest) | -48.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.31% | ||
| Sharpe ratio, backtest period (backtest) | 0.67 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Sortino ratio, backtest period (backtest) | 0.94 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.93% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.42% |
| Annualized turnover, backtest period (backtest) | 0.57 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.20% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
