Composer · investment strategy
by Composer Technologies · via Composer
A concentrated bet on U.S. mega‑cap tech—Apple, Microsoft, and Alphabet—kept at 40/30/30. It only trades when a stock’s weight drifts beyond a tight ±2% band, selling the winner and buying the laggard. Expect high tech exposure and limited diversification.
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 2026-10-11
: 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 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.
Holds 3 stocks: Apple (AAPL) 40%, Microsoft (MSFT) 30%, and Alphabet/Google (GOOGL) 30%. No calendar rebalancing. If any stock’s share of the portfolio moves more than 2 percentage points from its target (e.g., Apple above 42% or below 38%), it sells the overweight and buys the underweight to return to 40/30/30.
A concentrated bet on U.S. mega‑cap tech—Apple, Microsoft, and Alphabet—kept at 40/30/30. It only trades when a stock’s weight drifts beyond a tight ±2% band, selling the winner and buying the laggard. Expect high tech exposure and limited diversification.
Out-of-sample, a concentrated mega-cap tech trio (AAPL 40%, MSFT 30%, GOOGL 30%) delivers about 41% annualized return vs S&P ~24%, with Sharpe ~1.66 and Calmar ~2.39. Higher drawdowns (~17% vs ~13.7%), but superior risk-adjusted growth and positive alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $60 | 2026-10-11 | |
| Backtest slippage cost | $463 | 2026-10-11 |
| AI categories (Composer) | concentrated, large-cap tech, threshold rebalancing, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "GOOGL", "MSFT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,570 | 2026-10-11 | |
| Out-of-sample length | 394 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.10% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.30% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
