Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced portfolio of Apple, Microsoft, Alphabet (Google), Amazon, and Tesla that gives more weight to steadier stocks and less to jumpier ones, aiming to reduce ups and downs while staying concentrated in big US tech/growth.
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.
5 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 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 giants—Apple, Microsoft, Alphabet (Google), Amazon, and Tesla. Each day it checks the past 30 days to see how “jumpy” each stock has been. Calmer stocks get bigger weights; jumpier ones get smaller. Then it rebalances daily. Result: a tech‑heavy US mega‑cap portfolio that tries to smooth the ride.
A daily‑rebalanced portfolio of Apple, Microsoft, Alphabet (Google), Amazon, and Tesla that gives more weight to steadier stocks and less to jumpier ones, aiming to reduce ups and downs while staying concentrated in big US tech/growth.
Out-of-sample edge: annualized return 38.36% vs 23.93% (S&P); Sharpe 1.46 vs 1.35; Calmar 2.16. Inverse-vol tilting across five mega-cap techs boosts risk-adjusted upside, with drawdowns higher (~17.75% vs ~13.73%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $647k | 2026-10-11 | |
| Backtest regulatory fees | $298 | 2026-10-11 | |
| Backtest slippage cost | $1,853 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, equities, inverse-volatility, long-only, us mega-cap tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "GOOGL", "MSFT", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,065 | 2026-10-11 | |
| Out-of-sample length | 394 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6371% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
