Composer · investment strategy
by Composer Technologies · via Composer
A daily rebalanced, tech‑heavy stock basket centered on Microsoft, Apple, and Nvidia, plus energy and industrial add‑ons (NGL, AESI, NEE, CLF, UPS) with BLK and PODD. No timing signals—just fixed target weights; highly concentrated in Microsoft.
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 2026-10-19
: 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.
19.3% 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 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 Politician tracker label, from other sources first, strongest risk-adjusted return first.
Quantbase · Surmount
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’s a fixed basket of 10 US stocks with set target weights, rebalanced daily. Big tech core: MSFT (Microsoft) 41.9%, AAPL (Apple) 11.9%, NVDA (Nvidia) 11.3%. Energy: NGL (oil transport/storage) 9.8%, AESI (frac sand) 9.6%. Utility: NEE (renewables-focused) 3.7%. Others: CLF (steel) 4.2%, UPS (shipping) 4.0%, BLK (asset manager) 1.9%, PODD (insulin pumps) 1.8%. No signals—just keeps these weights.
A daily rebalanced, tech‑heavy stock basket centered on Microsoft, Apple, and Nvidia, plus energy and industrial add‑ons (NGL, AESI, NEE, CLF, UPS) with BLK and PODD. No timing signals—just fixed target weights; highly concentrated in Microsoft.
Out-of-sample return 21.11% vs S&P ~10–12%, Sharpe ~1, Calmar ~0.79. A tech/energy fixed-weight basket with daily rebalance offers higher growth and solid risk-adjusted performance, but higher drawdowns (~26.6%) vs S&P.
Pre-updated with Dec15
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24k | 2026-10-19 | |
| Backtest regulatory fees | $27 | 2026-10-19 | |
| Backtest slippage cost | $25 | 2026-10-19 |
| AI categories (Composer) | concentrated, daily rebalance, energy/utility tilt, long-only us equities, tech-heavy, thematic (congress trading) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AESI", "BLK", "CLF", "MSFT", "NEE", "NGL", "NVDA", "PODD", "UPS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 907 | 2026-10-19 | |
| Out-of-sample length | 621 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 28.12% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 144.23% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.70% | ||
| Return, trailing 1 day (out-of-sample) | -1.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.44% | ||
| Return, trailing 1 week (out-of-sample) | -1.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.28% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.19% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.68% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.24% | ||
| SPY annualized return over the backtest window (backtest) | 21.45% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Maximum drawdown, backtest period (backtest) | -26.63% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.53% |
| Annualized turnover, backtest period (backtest) | 0.01 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.13% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.56% | 2026-10-19 |
Quantbase
