Composer · investment strategy
by Composer Technologies · via Composer
A simple, equal-weight basket of 10 blue‑chip U.S. stocks across tech, healthcare, staples, payments, and home improvement. Buy‑and‑hold with no timing; diversification helps, but it’s tech‑tilted and can become concentrated as winners 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.
11 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.
0.0% of weight in (IVV: 3.0%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
0 of 10 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 Factor / smart beta label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 buys equal amounts of 10 well-known, profitable U.S. companies—Apple, Amazon, Alphabet (Google), Nvidia, Visa, Johnson & Johnson, UnitedHealth, Procter & Gamble, PepsiCo, and Home Depot—and holds them. There’s no market timing and no automatic rebalancing, so winners can grow larger over time.
A simple, equal-weight basket of 10 blue‑chip U.S. stocks across tech, healthcare, staples, payments, and home improvement. Buy‑and‑hold with no timing; diversification helps, but it’s tech‑tilted and can become concentrated as winners run.
10-name equal-weight U.S. blue chips, buy-and-hold. Out-of-sample: ~23.2% annual return vs 22.4%, higher Sharpe (~1.52 vs ~1.44), lower drawdown (~16.8% vs ~18.8%), beta ~0.85—more upside with less risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $401k | 2026-10-11 | |
| Backtest regulatory fees | $3 | 2026-10-11 | |
| Backtest slippage cost | $22 | 2026-10-11 |
| AI categories (Composer) | blue-chip, buy-and-hold, concentrated, equal-weight, growth-tilt, multi-sector, us large-cap stocks | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 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) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "GOOGL", "HD", "JNJ", "NVDA", "PEP", "PG", "UNH", "V" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,669 | 2026-10-11 | |
| Out-of-sample length | 853 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3913% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.85% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.92% | 2026-10-11 |
Quantbase · Surmount
Composer Technologies · Composer
