Composer · investment strategy
by Composer Technologies · via Composer
A simple, low‑cost two‑fund stock portfolio: 75% U.S. stocks (VTI) and 25% international stocks (VXUS). Broadly diversified across sectors and countries. Fully in stocks—expect big ups and downs; not “safe” in the short run.
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.
2 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.
3.1% of weight in (IVV: 3.0%)
2 funds (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. : 82% · 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 2 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 your stock money into two broad index funds and then holds them.<br>• 75% in VTI: a Vanguard fund that owns nearly all U.S. stocks.<br>• 25% in VXUS: a Vanguard fund that owns non‑U.S. stocks across Europe, Japan, and emerging markets.<br>No market timing; no automatic rebalancing, so the 75/25 mix may drift over time.
A simple, low‑cost two‑fund stock portfolio: 75% U.S. stocks (VTI) and 25% international stocks (VXUS). Broadly diversified across sectors and countries. Fully in stocks—expect big ups and downs; not “safe” in the short run.
Low-cost 75/25 global equity (VTI/VXUS). Out-of-sample: ~18.4% return vs S&P 18.54%, but better risk via Sharpe ~1.149 vs 1.118, lower drawdown 17.4% vs 18.8%, and beta ~0.95. Diversification helps you grow with less risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $59k | 2026-10-19 | |
| Backtest regulatory fees | $1 | 2026-10-19 | |
| Backtest slippage cost | $4 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, global equities, long-only, low-cost, market-cap weighted, passive indexing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.63 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "VTI", "VXUS" ] | 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) | 0.95 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,953 | 2026-10-19 | |
| Out-of-sample length | 556 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 11.93% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 486.40% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.75% | ||
| Return, trailing 1 day (out-of-sample) | -0.99% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.75% | ||
| Return, trailing 1 week (out-of-sample) | -1.53% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.18% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.33% | ||
| SPY annualized return over the backtest window (backtest) | 14.09% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.35 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Maximum drawdown, backtest period (backtest) | -34.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.41% | ||
| Sharpe ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 1.05 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.00% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.84% |
| Annualized turnover, backtest period (backtest) | 0.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
