Composer · investment strategy
by Composer Technologies · via Composer
Always 100% in SPY (S&P 500 ETF). Reinvests any cash daily. Simple, broad exposure to the biggest U.S. companies; aims to match the market’s return, with full 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.
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) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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.
It keeps 100% of your money in SPY, an ETF that mirrors the S&P 500 (the 500 biggest U.S. companies across sectors like tech, health care, and finance).<br>Each trading day it checks for idle cash (deposits/dividends) and buys more SPY to stay fully invested.<br>No timing, no hedges—returns rise and fall with the U.S. stock market.
Always 100% in SPY (S&P 500 ETF). Reinvests any cash daily. Simple, broad exposure to the biggest U.S. companies; aims to match the market’s return, with full market ups and downs.
100% SPY, daily cash reinvestment: simple, transparent, no timing. Out-of-sample returns closely track the S&P 500 (~17.49%/yr) with a ~1.05 Sharpe and minimal cash drag.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $319k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $1 | 2026-10-19 |
| AI categories (Composer) | equities, passive, s&p 500, single-etf, u.s. large-cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SPY" ] | 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) | 1.00 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 1 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 8,487 | 2026-10-19 | |
| Out-of-sample length | 479 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3086% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.49% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.42% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 10.82% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | ||
| Maximum drawdown, backtest period (backtest) | -55.19% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | ||
| Sharpe ratio, backtest period (backtest) | 0.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.55% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.71% |
| Daily win rate, backtest period (backtest) | 53.41% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.70% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
