Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight Apple, Microsoft, Google, Amazon, and Tesla at 20% each. Rebalance only when a holding drifts beyond 15%–25%. Concentrated U.S. mega-cap tech exposure with simple, event-driven rebalancing to keep the mix balanced while limiting trades.
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.
Hold five stocks—Apple, Microsoft, Google (Alphabet), Amazon, and Tesla—at 20% each. No set rebalance dates. Only trade when any stock’s share moves outside 15%–25% of the portfolio. If that happens, sell some of the overweight and buy the underweights to return to 20%.
Equal-weight Apple, Microsoft, Google, Amazon, and Tesla at 20% each. Rebalance only when a holding drifts beyond 15%–25%. Concentrated U.S. mega-cap tech exposure with simple, event-driven rebalancing to keep the mix balanced while limiting trades.
Out-of-sample annualized return 31.36%, Sharpe 1.15, Calmar 1.69. A low-turnover, threshold-driven five-mega-cap tech basket designed to beat the S&P 500 on upside while maintaining disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.0M | 2026-10-19 | |
| Backtest regulatory fees | $18 | 2026-10-19 | |
| Backtest slippage cost | $148 | 2026-10-19 |
| AI categories (Composer) | concentrated, equal-weight, equities, mega-cap tech, threshold rebalancing, us large-cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 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) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,101 | 2026-10-19 | |
| Out-of-sample length | 410 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 9912% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.36% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.03% | ||
| Return, trailing 1 day (out-of-sample) | -1.63% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.06% | ||
| Return, trailing 1 week (out-of-sample) | -1.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.33% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.06% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.04% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.93% | ||
| SPY annualized return over the backtest window (backtest) | 15.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | ||
| Maximum drawdown, backtest period (backtest) | -47.16% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.78% |
| Annualized turnover, backtest period (backtest) | 1.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.20% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
