Composer · investment strategy
by Composer Technologies · via Composer
A simple buy-and-hold, equal-weight basket of 14 stocks across tech, healthcare, consumer, materials, energy shipping, and insurance, with minimal rebalancing to keep trading and taxes simple.
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.
15 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 14 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%
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 puts all your money into a simple, even split across 14 individual companies and then mostly leaves it alone. There’s no set rebalancing, so weights can drift over time, which keeps trading (and potential wash-sale issues) low.<br>The basket spans: tech (Microsoft, NVIDIA, ASML, KLA), healthcare (Eli Lilly, Merck, Moderna), consumer (Ulta Beauty, Monster Beverage), materials (Steel Dynamics, Sigma Lithium), energy shipping (Flex LNG), and insurance/conglomerate (Kinsale Capital, Berkshire Hathaway).
A simple buy-and-hold, equal-weight basket of 14 stocks across tech, healthcare, consumer, materials, energy shipping, and insurance, with minimal rebalancing to keep trading and taxes simple.
Out-of-sample, this 14-stock equal-weight basket delivers higher upside than the S&P 500: ~28.9% annualized return and positive alpha with near-market beta. Expect stronger long-run growth, with drawdowns around 23% vs 18.8%.
Until I figure out how wash sales work, perhaps I should go with something like this..... -- Proteus
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $114k | 2026-10-11 | |
| Backtest regulatory fees | $2 | 2026-10-11 | |
| Backtest slippage cost | $16 | 2026-10-11 |
| AI categories (Composer) | buy-and-hold, concentrated, equal-weight, low-turnover, multi-sector, single-stocks, tech/healthcare tilt, us-heavy | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.07 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ASML", "BRK/B", "FLNG", "KLAC", "KNSL", "LLY", "MNST", "MRK", "MRNA", "MSFT", "NVDA", "SGML", "STLD", "ULTA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,904 | 2026-10-11 | |
| Out-of-sample length | 896 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1037% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 146.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.10% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.48% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-11 |
