Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, equal‑weight basket of NYSE stocks that pass a CAN SLIM‑style “top growth leaders” screen (approx. 60‑day lookback). It currently holds 11 NYSE names; a NASDAQ list exists but is set to 0% weight.
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.
Each day, it runs a growth‑stock screen (CAN SLIM style) over roughly the last 60 days. It then invests 100% of the portfolio, equally, in the NYSE names that pass the screen. The NASDAQ list is defined but gets 0% today. The mix is reset to equal weights daily.<br><br>No technical indicators like RSI are used here; it’s a prebuilt growth/leadership scan.
A daily‑rebalanced, equal‑weight basket of NYSE stocks that pass a CAN SLIM‑style “top growth leaders” screen (approx. 60‑day lookback). It currently holds 11 NYSE names; a NASDAQ list exists but is set to 0% weight.
Out-of-sample underperforms the S&P: about -11.6% annualized return with 9% drawdown vs S&P +16.7% and ~3.4% drawdown. Best as a high-risk satellite for diversification, not a core replacement.
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/leadership, nyse-focused, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -11.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.46% | ||
| Return, trailing 1 month (out-of-sample) | -1.76% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -3.22% |
| Calmar ratio, out-of-sample period (out-of-sample) | -1.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.04% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.39 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 24.49% |
Collective2
Quantbase · Surmount
