Composer · investment strategy
by Composer Technologies · via Composer
An equal‑weight, daily‑rebalanced basket of 11 growth‑tilted U.S. stocks (CAN SLIM–inspired) spanning tech, health care, consumer, energy, materials, industrials, financials, and real estate. Simple hold‑and‑rebalance approach with higher turnover.
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.
12 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.
8.9% 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 11 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 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.
4 missing
The text the rules are quoted from, with where it came from.
It splits your money equally across 11 preselected U.S. stocks and keeps them equal by rebalancing every day. The basket leans toward faster‑growing companies (a CAN SLIM–style idea). Examples: Comfort Systems (HVAC contractor), Targa Resources (energy pipelines), Hims & Hers (telehealth), Celestica (electronics manufacturing). Any uninvested cash stays in cash. Daily trading can raise costs and taxes.
An equal‑weight, daily‑rebalanced basket of 11 growth‑tilted U.S. stocks (CAN SLIM–inspired) spanning tech, health care, consumer, energy, materials, industrials, financials, and real estate. Simple hold‑and‑rebalance approach with higher turnover.
Out-of-sample upside: ~30.6% annualized return vs ~18% for the S&P. Accept higher volatility (≈32% drawdown vs ≈19%), but with a clear growth edge from an 11-stock, diversified basket over 622 days.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53k | 2026-10-19 | |
| Backtest regulatory fees | $29 | 2026-10-19 | |
| Backtest slippage cost | $67 | 2026-10-19 |
| AI categories (Composer) | can-slim, daily rebalance, equal-weight, equities, growth, multi-sector, small-mid cap, us stocks | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BLND", "CLS", "COMP", "CRS", "DOCS", "EAT", "FIX", "HIMS", "OPFI", "SN", "TRGP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 59 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 808 | 2026-10-19 | |
| Out-of-sample length | 434 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 68.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 432.86% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.46% | ||
| Return, trailing 1 day (out-of-sample) | -2.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.29% | ||
| Return, trailing 1 week (out-of-sample) | -2.58% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.30% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.25% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.88% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.24% | ||
| SPY annualized return over the backtest window (backtest) | 18.88% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Maximum drawdown, backtest period (backtest) | -32.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.13% | ||
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.22% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.44% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.30% | 2026-10-19 |
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