Composer · investment strategy
by Composer Technologies · via Composer
An equal‑weight, daily‑rebalanced basket of AI leaders and enablers—chips, cloud/data, cybersecurity, robotics, and AI apps—designed to give broad exposure to the AI ecosystem without trying to time 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.
23 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 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 22 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.
It splits your money equally across 22 AI‑focused stocks plus two robotics/autonomy ETFs (BOTZ, ARKQ). It rebalances every trading day to keep each slice the same size. No market timing—always fully invested. The basket spans chips (NVDA/AMD/TSM/ASML/QCOM), cloud/data/cyber (MSFT/GOOGL/AMZN/SNOW/PLTR/DDOG/CRWD), and AI apps/autonomy/health (META/TSLA/BIDU/AI/PATH/UPST/ISRG/RXRX). Expect tech‑heavy concentration and bigger swings.
An equal‑weight, daily‑rebalanced basket of AI leaders and enablers—chips, cloud/data, cybersecurity, robotics, and AI apps—designed to give broad exposure to the AI ecosystem without trying to time the market.
AI-led strategy: oos return 26.8% vs S&P 16.9%, equal-weight across 22 AI names + robotics ETFs, daily rebalanced. Higher volatility/drawdowns but Calmar ~0.84 and beta ~1.62 offer meaningful upside in tech cycles.
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 | $41 | 2026-10-19 | |
| Backtest slippage cost | $40 | 2026-10-19 |
| AI categories (Composer) | ai theme, daily rebalance, equal-weight, long-only equities, tech/semiconductors/software | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 24 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.05 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AI", "AMD", "AMZN", "ARKQ", "ASML", "BIDU", "BOTZ", "CRWD", "DDOG", "GOOGL", "ISRG", "META", "MSFT", "NVDA", "PATH", "PLTR", "QCOM", "RXRX", "SNOW", "TSLA", "TSM", "UPST" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.63 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,380 | 2026-10-19 | |
| Out-of-sample length | 435 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 17.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 142.34% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.82% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.00% | ||
| Return, trailing 1 day (out-of-sample) | -4.51% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 9.59% | ||
| Return, trailing 1 week (out-of-sample) | -4.91% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.94% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.50% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.88% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 10.79% | ||
| SPY annualized return over the backtest window (backtest) | 13.30% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.31 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Maximum drawdown, backtest period (backtest) | -56.83% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.88% | ||
| Sharpe ratio, backtest period (backtest) | 0.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Sortino ratio, backtest period (backtest) | 0.94 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.67% |
| Annualized turnover, backtest period (backtest) | 0.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.46% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.79% | 2026-10-19 |
Collective2
Composer Technologies · Composer
