Composer · investment strategy
by Composer Technologies · via Composer
Simple buy-and-hold: invest 100% in VOO (tracks the S&P 500). No rebalancing. You get broad exposure to 500 large U.S. companies across sectors; performance and risk move with the U.S. stock market.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 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 1 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 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.
4 missing
The text the rules are quoted from, with where it came from.
Put 100% of the portfolio into VOO, a fund that mirrors the S&P 500 (500 large U.S. companies). No rebalancing or market timing—set it and forget it.<br>As prices change, your account tracks the index and collects dividends.<br>Exposure covers all major sectors, with the biggest weights in large tech names.
Simple buy-and-hold: invest 100% in VOO (tracks the S&P 500). No rebalancing. You get broad exposure to 500 large U.S. companies across sectors; performance and risk move with the U.S. stock market.
Out-of-sample, 100% VOO beats the S&P on risk-adjusted return: Sharpe 1.224 vs 1.187, annualized return 19.54% vs 19.47%, drawdown 18.69% vs 18.76%, Calmar 1.045, beta ~0.97. Simple, low-cost S&P exposure with modest efficiency gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $93k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $1 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, long-only, passive, s&p 500, single-etf, us large-cap stocks | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "VOO" ] | 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) | 0.97 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,051 | 2026-10-19 | |
| Out-of-sample length | 602 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 14.88% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 830.73% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.62% | ||
| Return, trailing 1 day (out-of-sample) | -1.10% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.36% | ||
| Return, trailing 1 week (out-of-sample) | -1.47% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.87% | ||
| SPY annualized return over the backtest window (backtest) | 14.80% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Maximum drawdown, backtest period (backtest) | -33.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.69% | ||
| Sharpe ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Sortino ratio, backtest period (backtest) | 1.28 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.94% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.60% |
| Daily win rate, backtest period (backtest) | 54.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.48% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
