Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight 10 big U.S. stocks. Each slice owns the stock when short‑term signals say “oversold” or “in an uptrend,” and otherwise parks in BIL (T‑bills). Tech-heavy, with Berkshire/UnitedHealth for balance and MSTR adding crypto sensitivity.
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.
10 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 11 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 Crypto 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.
Your money is split evenly across 10 big U.S. stocks (Apple, Microsoft, Tesla, Meta, Google, Nvidia, Berkshire, Amazon, UnitedHealth, MicroStrategy). For each slice, it either holds the stock or parks in BIL (a T‑bill ETF). It owns a stock when momentum looks friendly: price above a recent average (uptrend) or a short‑term “speedometer” (RSI) shows it was sold hard. Otherwise it waits in BIL.
Equal-weight 10 big U.S. stocks. Each slice owns the stock when short‑term signals say “oversold” or “in an uptrend,” and otherwise parks in BIL (T‑bills). Tech-heavy, with Berkshire/UnitedHealth for balance and MSTR adding crypto sensitivity.
Out-of-sample edge: ~30.6% annualized return, 1.37 Sharpe, 1.62 Calmar; max drawdown ~18.8%. A 10-slice, rules-based approach uses BIL cash to damp risk, delivering higher risk-adjusted growth vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $334k | 2026-10-11 | |
| Backtest regulatory fees | $495 | 2026-10-11 | |
| Backtest slippage cost | $3,636 | 2026-10-11 |
| AI categories (Composer) | cash/t-bills overlay, mean-reversion, mega-cap tech heavy, risk management, rules-based, tactical, trend-following, us large-cap | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 128 | 2026-10-11 | |
| Rebalance corridor width | 1.62% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "BRK/A", "GOOG", "META", "MSFT", "MSTR", "NVDA", "TSLA", "UNH" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,104 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3239% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.83% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
