Composer · investment strategy
by Composer Technologies · via Composer
An equal-weight, daily-updated basket of NYSE stocks picked by a CANSLIM scan—companies with fast growth and strong uptrends. Expect higher turnover and volatility than the market.
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, software scans NYSE stocks for CANSLIM traits: fast profit/sales growth, something “new” (a product, leadership change, or price near new highs), heavy buying by big funds, leaders vs peers, and a supportive market. The passing stocks are split evenly. If a stock later fails the test, it’s sold and replaced. The portfolio is reset to equal weights daily. Current picks span tech, consumer, industrials, insurance, energy, and gold miners.
An equal-weight, daily-updated basket of NYSE stocks picked by a CANSLIM scan—companies with fast growth and strong uptrends. Expect higher turnover and volatility than the market.
CANSLIM-based growth leaders, daily rebalanced to ride fast movers. Out-of-sample: ~22% annualized return with Calmar ~2.25—strong risk-adjusted upside vs the S&P in trending markets.
Stocks selected by TrendSpider scanner using CANSLIM.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | active, canslim, daily rebalance, equal-weight, growth, momentum, nyse, us stocks | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.83% | ||
| Return, trailing 1 month (out-of-sample) | -2.28% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.39% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.25 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.79% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.41% |
Collective2
Quantbase · Surmount
