Composer · investment strategy
by Composer Technologies · via Composer
A daily-adjusted mix of Apple, Microsoft, Google, Amazon, and Tesla that shifts money toward calmer stocks and away from jumpier ones, based on the last 30 days of moves, aiming for a steadier ride rather than picking winners.
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 2026-10-19
: 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 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 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.
Owns five big U.S. stocks: Apple (AAPL), Microsoft (MSFT), Google/Alphabet (GOOGL), Amazon (AMZN), and Tesla (TSLA). Each day it checks how bumpy each stock has been over the last 30 days. Calmer stocks get bigger slices; jumpier ones get smaller slices. It rebalances daily to aim for steadier ups and downs.
A daily-adjusted mix of Apple, Microsoft, Google, Amazon, and Tesla that shifts money toward calmer stocks and away from jumpier ones, based on the last 30 days of moves, aiming for a steadier ride rather than picking winners.
Out-of-sample, this strategy delivers superior risk-adjusted gains vs the S&P 500: oos return 32.4% vs ~21.1%, Sharpe 1.27 vs 1.20, Calmar 1.78. Volatility ~0.25; drawdown 18.2% vs 14.7%. Higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $644k | 2026-10-19 | |
| Backtest regulatory fees | $299 | 2026-10-19 | |
| Backtest slippage cost | $1,864 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, equities, inverse-vol weighting, large-cap tech, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "GOOGL", "MSFT", "TSLA" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,071 | 2026-10-19 | |
| Out-of-sample length | 410 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 29.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6338% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.04% | ||
| Return, trailing 1 day (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.55% | ||
| Return, trailing 1 week (out-of-sample) | -0.76% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.55% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.79% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.43% | ||
| SPY annualized return over the backtest window (backtest) | 14.83% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | ||
| Maximum drawdown, backtest period (backtest) | -44.09% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.20% | ||
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.62% |
| Annualized turnover, backtest period (backtest) | 3.09 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.34 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.17% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
