Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight portfolio of high-scoring CAN SLIM growth leaders, refreshed daily; currently tilted to software and fintech (e.g., PLTR, APP, SOFI, WIX, IBKR) with a few industrial and health-care names.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
Strategies that share its Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
6 missing
The text the rules are quoted from, with where it came from.
It hunts for fast-growing, market‑leading US stocks using a CAN SLIM checklist: strong recent/annual profit and sales growth, a new catalyst, price leadership vs peers, demand from big funds, and a rising market. It re‑scans daily; high scorers (~95/100) are held equally. Today it skews to software/fintech—e.g., Palantir (data software), AppLovin (mobile ads), SoFi (consumer fintech), Wix (website builder), Interactive Brokers (online brokerage)—plus a few industrial/health‑care names.
Equal-weight portfolio of high-scoring CAN SLIM growth leaders, refreshed daily; currently tilted to software and fintech (e.g., PLTR, APP, SOFI, WIX, IBKR) with a few industrial and health-care names.
Out-of-sample, this CAN SLIM growth strategy delivers ~63.5% annualized return vs ~16.7% for the S&P, with a 2.23 Sharpe and Calmar ~8.27, offering superior risk-adjusted upside and disciplined, rules-based daily rebalancing.
TrendSpider CANSLIM market scanner
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | can slim, daily rebalance, equal-weight, growth, momentum, rules-based, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.09% | ||
| Return, trailing 1 month (out-of-sample) | 1.66% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 12.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.68% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.23 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 23.67% |
Collective2
Quantbase · Surmount
