Composer · investment strategy
by Composer Technologies · via Composer
A simple buy-and-hold that puts 20% into each of five stocks—Genpact, Realty Income, AT&T, Eni (ADR), and Macy’s—across IT services, real estate, telecom, oil, and retail. No rebalancing; dividend tilt; concentrated and volatile.
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.
6 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.
23.1% 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 5 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 Income / dividends 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 evenly (20% each) across five single stocks and then leaves them alone (no rebalancing): Genpact (IT/business-process services), Realty Income (a retail-property landlord), AT&T (US telecom), Eni (Italian oil & gas, via a US-listed ADR—US share of a foreign firm), and Macy’s (department stores). It’s simple buy-and-hold, so weights drift. Expect dividend income but also concentrated ups and downs.
A simple buy-and-hold that puts 20% into each of five stocks—Genpact, Realty Income, AT&T, Eni (ADR), and Macy’s—across IT services, real estate, telecom, oil, and retail. No rebalancing; dividend tilt; concentrated and volatile.
Five-stock, dividend-tilted buy-and-hold offers a simple, income-focused approach with lower drawdowns. OOS return ~16.7% vs SPY ~19.9%, but smaller max drawdown (14.4% vs 18.8%) and solid risk metrics (Calmar ~1.16, Sharpe ~1.03).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $49k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $8 | 2026-10-11 |
| AI categories (Composer) | buy-and-hold, concentrated, dividend income, equal-weight, multi-sector, single-stocks, value/cyclical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "E", "G", "M", "O", "T" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,827 | 2026-10-11 | |
| Out-of-sample length | 808 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 8.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 389.84% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.69% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.99% | 2026-10-11 |
Collective2
Composer Technologies · Composer
