Composer · investment strategy
by Composer Technologies · via Composer
Equal‑weight basket of 10 AI‑focused US stocks, rebalanced quarterly, spanning chips, cloud, software, and AI‑native platforms; simple rules, no timing or hedging.
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 2026-10-11
: 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.
0.0% 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% · 2026-10-11 ()
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% · 2026-10-11 ()
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 Thematic 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.
Owns 10 US‑listed AI companies equally (~10% each). Ticker = short stock symbol (e.g., MSFT). The mix covers cloud platforms (MSFT, GOOGL), chipmakers (NVDA, AMD, INTC), devices/software (AAPL, ADBE, IBM), and AI‑first firms (PLTR, C3.ai). Every 3 months it resets each back to equal weight by trimming winners and adding to laggards. No market timing; always invested.
Equal‑weight basket of 10 AI‑focused US stocks, rebalanced quarterly, spanning chips, cloud, software, and AI‑native platforms; simple rules, no timing or hedging.
Out-of-sample, this equal-weight AI basket offers superior risk-adjusted returns vs the S&P 500: ~41% annualized return, Calmar 1.42, and Sharpe ~1.39. Quarterly rebalancing adds AI-cycle upside with disciplined risk.
A equally weighted ETF of AI companies rebalanced quarterly.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $40k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $8 | 2026-10-11 |
| AI categories (Composer) | ai, equal-weight, large-cap growth, long-only, quarterly rebalance, semiconductors, software, thematic equity, us stocks | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AI", "AMD", "GOOGL", "IBM", "INTC", "MSFT", "NVDA", "PLTR" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 34 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,464 | 2026-10-11 | |
| Out-of-sample length | 827 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 301.23% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 209.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.14% | 2026-10-11 |
Collective2
Composer Technologies · Composer
