Composer · investment strategy
by Composer Technologies · via Composer
Simple five‑ETF mix using low‑cost Schwab funds: about 80% stocks (U.S. core, U.S. growth, U.S. dividend, international) and 20% short‑term U.S. Treasuries. Equal‑weights new cash; buy‑and‑hold with no automatic rebalancing.
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.
6 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.
4.4% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 86% · 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 5 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.
It splits new money evenly (20% each) into five Schwab funds: broad U.S. stocks (SCHB), international developed stocks (SCHF), U.S. growth stocks (SCHG), U.S. dividend stocks (SCHD), and short‑term U.S. Treasuries (SCHO) for stability. No timing rules; rebalancing is off, so weights can drift.
Simple five‑ETF mix using low‑cost Schwab funds: about 80% stocks (U.S. core, U.S. growth, U.S. dividend, international) and 20% short‑term U.S. Treasuries. Equal‑weights new cash; buy‑and‑hold with no automatic rebalancing.
Out-of-sample Sharpe about 1.29 vs SPY 1.13, lower max drawdown (13.1% vs 18.8%), and beta ~0.69—offering steadier, lower-risk growth. An 80/20 Schwab ETF mix with low costs, better risk-adjusted return vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50k | 2026-10-19 | |
| Backtest regulatory fees | $3 | 2026-10-19 | |
| Backtest slippage cost | $9 | 2026-10-19 |
| AI categories (Composer) | 80/20 stocks-bonds, asset allocation, buy-and-hold, diversified, low-cost, no rebalancing, passive etfs, schwab etfs | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SCHB", "SCHD", "SCHF", "SCHG", "SCHO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,769 | 2026-10-19 | |
| Out-of-sample length | 522 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 11.34% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 398.98% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.98% | ||
| Return, trailing 1 day (out-of-sample) | -0.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.24% | ||
| Return, trailing 1 week (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.20% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.11% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.50% | ||
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.42 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Maximum drawdown, backtest period (backtest) | -27.17% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.12% | ||
| Sharpe ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Sortino ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.85% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.64% |
| Annualized turnover, backtest period (backtest) | 0.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.35% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
