Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum in AMD, INTC, NVDA, ORCL: 60% goes to the past 5‑day winner while keeping 10% in each name. Concentrated, fast‑moving tech bet with a small built‑in cushion across all four.
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.
5 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 4 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.
It focuses on four tech stocks: AMD (Advanced Micro Devices), INTC (Intel), NVDA (NVIDIA), ORCL (Oracle).<br>Each day, it checks each stock’s total % move over the last 5 trading days.<br>The one with the biggest gain gets 60% of the portfolio. Each stock also gets 10%.<br>So the “winner” ends up at 70%, the others at 10% each.<br>It rebalances daily, so the winner can change often.
Daily momentum in AMD, INTC, NVDA, ORCL: 60% goes to the past 5‑day winner while keeping 10% in each name. Concentrated, fast‑moving tech bet with a small built‑in cushion across all four.
Out-of-sample momentum in 4 tech names delivers dramatically higher risk-adjusted upside than the S&P 500: OOS return ~136% annualized, Sharpe ~1.85 vs SPY ~1.25, Calmar ~4.64. Note higher drawdown (~29% vs ~9%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-11 | |
| Backtest regulatory fees | $10k | 2026-10-11 | |
| Backtest slippage cost | $59k | 2026-10-11 |
| AI categories (Composer) | concentrated, daily rebalancing, momentum, semiconductors, short-term trend, tactical overlay, us large-cap tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "INTC", "NVDA", "ORCL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,966 | 2026-10-11 | |
| Out-of-sample length | 234 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 136.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 119.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.63% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -87.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
