Composer · investment strategy
by Composer Technologies · via Composer
A simple, rules-only stock mix: 40% SPY (S&P 500) plus big tilts to Apple and Microsoft at 30% each, rebalanced daily to keep 40/30/30. Performance leans heavily on Apple and Microsoft.
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.
3 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.
1.2% 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. : 100% · 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 3 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 Technology 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.
Hold 40% SPY (tracks the S&P 500), 30% Apple (AAPL), 30% Microsoft (MSFT).<br>Each day, compare current weights to 40/30/30. Sell what’s above target and buy what’s below until you’re back on target. No forecasts—just keep the same mix. Note: SPY already owns AAPL & MSFT, so this doubles down on them and adds trades/taxes.
A simple, rules-only stock mix: 40% SPY (S&P 500) plus big tilts to Apple and Microsoft at 30% each, rebalanced daily to keep 40/30/30. Performance leans heavily on Apple and Microsoft.
Out-of-sample annualized return: 24.21% vs SPY 21.08%; Calmar 1.38 signals strong risk-adjusted gains. Beta ~1.0 keeps market exposure, with higher drawdowns (17.52% vs 14.70%). Tech-heavy tilt with potential above-market upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2M | 2026-10-19 | |
| Backtest regulatory fees | $605 | 2026-10-19 | |
| Backtest slippage cost | $2,390 | 2026-10-19 |
| AI categories (Composer) | concentrated, core-satellite, daily rebalancing, large-cap, rules-based, tech overweight, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "MSFT", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 8,487 | 2026-10-19 | |
| Out-of-sample length | 410 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.63% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 31k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.69% | ||
| Return, trailing 1 day (out-of-sample) | -0.89% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.66% | ||
| Return, trailing 1 week (out-of-sample) | -0.84% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.04% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.98% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.96% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.95% | ||
| SPY annualized return over the backtest window (backtest) | 10.82% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.32 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Maximum drawdown, backtest period (backtest) | -58.48% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.52% | ||
| Sharpe ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | ||
| Sortino ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.00% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.08% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.25% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
