Composer · investment strategy
by Composer Technologies · via Composer
All‑U.S., all‑stock portfolio: 25% each in SPY (S&P 500), QQQ (Nasdaq‑100), DIA (Dow 30), and IWM (small caps). Rebalanced quarterly. A simple blend of blue chips, big tech, and small companies—expect bigger ups and downs than a bond‑mixed portfolio.
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.
5 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.
2.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 25%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 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 4 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 Small cap label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Collective2
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 one‑quarter of the money in each of four broad U.S. stock index funds: SPY (S&P 500—largest companies), QQQ (Nasdaq‑100—big tech‑heavy names), DIA (Dow 30—blue chips), and IWM (Russell 2000—small companies). Hold them. Every quarter, reset each back to 25% by trimming what rose more and adding to what lagged.
All‑U.S., all‑stock portfolio: 25% each in SPY (S&P 500), QQQ (Nasdaq‑100), DIA (Dow 30), and IWM (small caps). Rebalanced quarterly. A simple blend of blue chips, big tech, and small companies—expect bigger ups and downs than a bond‑mixed portfolio.
4-way US equity blend (SPY/QQQ/DIA/IWM) with quarterly rebalancing. Out-of-sample metrics show solid risk-adjusted returns and tech/small-cap upside, offering broader exposure that complements SPY with diversification and growth tilt.
(Created with The best, DJ Khaled)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $100k | 2026-10-11 | |
| Backtest regulatory fees | $4 | 2026-10-11 | |
| Backtest slippage cost | $9 | 2026-10-11 |
| AI categories (Composer) | equal-weight, etfs, long-only, passive indexing, quarterly rebalance, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "IWM", "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,631 | 2026-10-11 | |
| Out-of-sample length | 835 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 9.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 902.60% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
