Composer · investment strategy
by Composer Technologies · via Composer
An equal-weight portfolio of Meta, Amazon, Microsoft, and Alphabet, rebalanced daily. A focused bet on U.S. big tech—ads, cloud, e-commerce, and software—offering growth potential but higher concentration and volatility risk.
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.
4 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 4 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
Composer Technologies · Composer
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 equal money (25% each) into four U.S. tech giants and keeps them equal every day:<br>- Meta: Facebook/Instagram/WhatsApp (ads)<br>- Amazon: online shopping + AWS cloud<br>- Microsoft: Office/Windows + Azure cloud<br>- Alphabet: Google/YouTube + cloud<br>Highly focused; can be volatile.
An equal-weight portfolio of Meta, Amazon, Microsoft, and Alphabet, rebalanced daily. A focused bet on U.S. big tech—ads, cloud, e-commerce, and software—offering growth potential but higher concentration and volatility risk.
Out-of-sample edge: 31.74% annualized return vs SPY 23.93%, with Calmar 1.54—strong risk-adjusted upside from four mega-cap techs. Daily equal-weighting preserves growth potential; note higher drawdown (~20.6%) vs SPY.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $288k | 2026-10-19 | |
| Backtest regulatory fees | $123 | 2026-10-19 | |
| Backtest slippage cost | $273 | 2026-10-19 |
| AI categories (Composer) | concentrated, daily rebalancing, equal-weight, mega-cap tech, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "GOOGL", "META", "MSFT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,624 | 2026-10-19 | |
| Out-of-sample length | 400 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.32% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2782% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.04% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.54% | ||
| Return, trailing 1 week (out-of-sample) | -1.93% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.79% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.93% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.11% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.59% | ||
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | ||
| Maximum drawdown, backtest period (backtest) | -52.68% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.60% | ||
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | ||
| Sortino ratio, backtest period (backtest) | 1.52 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.43% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
