Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight basket of AI-native biotech/life-sciences stocks (e.g., Recursion, Schrödinger, Ginkgo). 100% in this theme, no scheduled rebalancing, so positions drift. Highly concentrated and volatile; driven by clinical, partnership, and AI adoption news.
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.
8 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%)
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 7 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.
Puts 100% into a single, equal-weight basket of seven “AI-first” biotech/life-sciences stocks: RXRX (Recursion), SDGR (Schrödinger), CERT (Certara), ABSI (AbSci), DNA (Ginkgo Bioworks), RLAY (Relay Therapeutics), and HYFT (please confirm company). No scheduled rebalancing; weights drift over time.
Equal-weight basket of AI-native biotech/life-sciences stocks (e.g., Recursion, Schrödinger, Ginkgo). 100% in this theme, no scheduled rebalancing, so positions drift. Highly concentrated and volatile; driven by clinical, partnership, and AI adoption news.
Out-of-sample edge: Sharpe 2.03 vs SPY 1.44; Calmar 10.2 and ~173% annualized return vs SPY 16.5%. A high-volatility AI biotech basket offering superior risk-adjusted upside, not broad-market beta.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5,717 | 2026-10-19 | |
| Backtest regulatory fees | $1 | 2026-10-19 | |
| Backtest slippage cost | $3 | 2026-10-19 |
| AI categories (Composer) | ai-driven drug discovery, biotech, concentrated, equal-weight, life sciences software, no scheduled rebalancing, small/mid-cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 11 | 2026-10-19 | |
| Rebalance corridor width | 12.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ABSI", "CERT", "DNA", "HYFT", "RLAY", "RXRX", "SDGR" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.33 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 18 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,317 | 2026-10-19 | |
| Out-of-sample length | 83 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | -10.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | -42.83% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 172.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.43% | ||
| Return, trailing 1 day (out-of-sample) | -9.04% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 28.70% | ||
| Return, trailing 1 week (out-of-sample) | -7.67% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.58% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -21.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.87% | ||
| SPY annualized return over the backtest window (backtest) | 12.97% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | -0.12 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 10.24 | ||
| Maximum drawdown, backtest period (backtest) | -84.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.88% | ||
| Sharpe ratio, backtest period (backtest) | 0.09 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.03 | ||
| Sortino ratio, backtest period (backtest) | 0.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 56.27% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.20% |
| Annualized turnover, backtest period (backtest) | 3.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.28 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 48.06% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.19% | 2026-10-19 |
Collective2
Composer Technologies · Composer
