Composer · investment strategy
by Composer Technologies · via Composer
Daily, it buys 1–2 major bank stocks: 30% to the 14‑day top gainer and 70% to the most volatile. A concentrated, high‑turnover bet focused entirely on global banks/financials.
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.
2 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.
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% · 2026-10-11 ()
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 18 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 Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Each day it scans a fixed list of major bank stocks (JPMorgan, Bank of America, Citigroup, Morgan Stanley, Wells Fargo, Goldman Sachs, plus HSBC, Santander, Barclays, Deutsche Bank, and key US regionals).<br>• 30% goes to the bank that rose the most over the last 14 days (recent top gainer).<br>• 70% goes to the bank with the biggest recent price swings over the last 14 days (most volatile).<br>If it’s the same bank, it holds only that one. Then it repeats the next day.
Daily, it buys 1–2 major bank stocks: 30% to the 14‑day top gainer and 70% to the most volatile. A concentrated, high‑turnover bet focused entirely on global banks/financials.
Concentrated bank-stock strategy blends 14-day momentum with a volatility tilt to beat the S&P. OOS: 34.3% annualized vs 20.3%; Calmar 1.36; Sharpe ~1.15. Higher drawdowns (~25% vs ~19%), but stronger risk-adjusted upside.
Buy into the biggest banks in the world!
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30k | 2026-10-11 | |
| Backtest regulatory fees | $267 | 2026-10-11 | |
| Backtest slippage cost | $1,465 | 2026-10-11 |
| AI categories (Composer) | banks, concentrated, daily rebalancing, financials, global adrs, momentum, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BAC", "BBVA", "BCS", "C", "COF", "DB", "FITB", "GS", "HSBC", "JPM", "KEY", "MS", "MTB", "PNC", "RF", "SAN", "TFC", "WFC" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,700 | 2026-10-11 | |
| Out-of-sample length | 820 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 200.15% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 161.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -14.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -14.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -20.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.61 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
