Composer · investment strategy
by Composer Technologies · via Composer
A one-fund, buy-and-hold portfolio that invests 100% in SPY to mirror the S&P 500’s performance across major U.S. companies—simple, low maintenance, and fully exposed to stock market ups and downs.
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.
“invests 100% in SPY”
“SPY, which aims to match the S&P 500”
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-11 ()
0 of 1 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its Index tracker label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
2 missing
The text the rules are quoted from, with where it came from.
It puts all the money into one fund: SPY, which aims to match the S&P 500 (500 large U.S. companies). It doesn’t try to time the market. It just buys SPY and holds it. Trades happen mainly when you add/withdraw cash or to keep the single holding at its target.<br>
A one-fund, buy-and-hold portfolio that invests 100% in SPY to mirror the S&P 500’s performance across major U.S. companies—simple, low maintenance, and fully exposed to stock market ups and downs.
Out-of-sample track record: ~21.81% annualized return, Sharpe ~1.41, Calmar ~1.16, max drawdown ~18.76%—nearly identical to SPY, but with a simple buy-and-hold approach and low-maintenance, risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $324k | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | buy-and-hold, passive indexing, s&p 500, single-etf, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 1 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 8,481 | 2026-10-11 | |
| Out-of-sample length | 881 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 10.88% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3137% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.77% | 2026-10-11 |
| Daily win rate, backtest period (backtest) | 53.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
