Composer · investment strategy
by Composer Technologies · via Composer
A weekly style‑rotation. It checks which did better over ~6 months—growth (VUG) or value (VTV)—then holds an equal‑weighted basket of matching large‑cap stocks. Switches when the leadership changes.
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.
8 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 19 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.
Every week, it compares the past ~6‑month return of two style funds: VUG (growth) vs VTV (value). If growth led, buy equal amounts of Apple, Microsoft, Amazon, Alphabet, Tesla, NVIDIA, Visa. If value led, buy equal amounts of Berkshire Hathaway, JPMorgan, Johnson & Johnson, UnitedHealth, Procter & Gamble, Bank of America, Exxon, Intel, Verizon, Comcast. It rechecks weekly and switches as needed.
A weekly style‑rotation. It checks which did better over ~6 months—growth (VUG) or value (VTV)—then holds an equal‑weighted basket of matching large‑cap stocks. Switches when the leadership changes.
Out-of-sample edge: ~33.5% annualized return vs ~22.4% for the S&P; Sharpe ~1.58 vs ~1.43; Calmar ~1.18. Weekly growth/value rotation with equal-weighted baskets. Higher upside, but larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $611k | 2026-10-11 | |
| Backtest regulatory fees | $268 | 2026-10-11 | |
| Backtest slippage cost | $1,940 | 2026-10-11 |
| AI categories (Composer) | equal-weight, growth vs value rotation, momentum (6-month), single-stock baskets, us large-cap, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BAC", "BRK/B", "CMCSA", "GOOGL", "INTC", "JNJ", "JPM", "MSFT", "NVDA", "PG", "TSLA", "UNH", "V", "VTV", "VUG", "VZ", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 56 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,095 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6011% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 199.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.70% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.48% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
