Composer · investment strategy
by Composer Technologies · via Composer
Tech- and AI-heavy snapshot of Axiom’s 6/30/24 13F: nine leaders plus a big QQQ stake. Concentrated growth exposure with higher volatility; fixed weights and no automatic rebalancing.
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.
11 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 10 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 13F / hedge fund tracker label, from other sources first, strongest risk-adjusted return first.
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.
Mirrors Axiom’s 6/30/24 13F (a quarterly public list of big investors’ holdings). Fixed weights in: NVDA (AI chips), MSFT (software/cloud), AMZN (e-commerce/cloud), ASML (chip tools), META (Facebook/Instagram), TSM (chip maker), NFLX (streaming), TW (bond-trading platform), GOOGL (Google), plus 34.5% in QQQ (Nasdaq-100). QQQ adds broad Nasdaq exposure and overlaps several names. No automatic rebalancing.
Tech- and AI-heavy snapshot of Axiom’s 6/30/24 13F: nine leaders plus a big QQQ stake. Concentrated growth exposure with higher volatility; fixed weights and no automatic rebalancing.
Out-of-sample performance beats the S&P 500: ~28.5% annual return vs ~18.2%, Sharpe ~1.15 vs ~1.10, Calmar ~1.18, drawdown ~24.2% vs ~18.8%. 740 days tested. Concentrated tech/AI exposure offers higher upside with defined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $81k | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $4 | 2026-10-11 |
| AI categories (Composer) | 13f replication, concentrated growth, large-cap tech, nasdaq-100 exposure, semiconductors | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "GOOGL", "META", "MSFT", "NFLX", "NVDA", "QQQ", "TSM", "TW" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,890 | 2026-10-11 | |
| Out-of-sample length | 507 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 706.59% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.20% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
