Composer · investment strategy
by Composer Technologies · via Composer
A simple buy-and-hold of Apple (AAPL) and Microsoft (MSFT), split about 50/50 at the start with no rebalancing. It’s highly concentrated in US mega-cap tech, so returns track big tech sentiment and can be volatile.
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.
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% · 2026-10-19 ()
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 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 splits your money roughly 50/50 between Apple (AAPL) and Microsoft (MSFT) at the start, then leaves it alone. There’s no ongoing rebalancing, so whichever stock rises faster will naturally become a bigger slice over time. Any tiny leftover stays as cash.
A simple buy-and-hold of Apple (AAPL) and Microsoft (MSFT), split about 50/50 at the start with no rebalancing. It’s highly concentrated in US mega-cap tech, so returns track big tech sentiment and can be volatile.
Out-of-sample, a 50/50 AAPL/MSFT buy-and-hold posts 19.46% annualized return with a 26.93% max drawdown vs SPY ~17.76% return and 18.76% drawdown. Higher upside from mega-cap tech, with simple, low-turnover structure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31.4M | 2026-10-19 | |
| Backtest regulatory fees | $183 | 2026-10-19 | |
| Backtest slippage cost | $1,061 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, concentrated, equal-weight, mega-cap tech, no-rebalance, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "MSFT" ] | 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) | 1.00 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 9,266 | 2026-10-19 | |
| Out-of-sample length | 496 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.48% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 314k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.40% | ||
| Return, trailing 1 day (out-of-sample) | -0.90% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.92% | ||
| Return, trailing 1 week (out-of-sample) | -0.55% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.22% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.55% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 23.01% | ||
| SPY annualized return over the backtest window (backtest) | 10.82% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Maximum drawdown, backtest period (backtest) | -68.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.93% | ||
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.89% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.35% |
| Annualized turnover, backtest period (backtest) | 1.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.98 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.46% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.03% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
