Composer · investment strategy
by Composer Technologies · via Composer
An equal-weight, buy‑and‑hold basket of 30 very large, mostly dividend‑paying companies across many industries—heavy in health care and energy, with tech hardware, communications, consumer, and industrials—using rare, threshold‑only rebalancing.
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.
31 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 31 shown.
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.
14.0% 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 30 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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
It buys 30 very large companies (each worth $50B+), puts the same amount into each, and mostly holds. Tickers are short stock codes (e.g., JNJ=Johnson & Johnson, XOM=Exxon Mobil, HD=Home Depot). Biggest tilts: health care and energy; also chips/tech hardware, communications, consumer, and industrials. It only rebalances if a holding drifts far from equal, so trading is rare.
An equal-weight, buy‑and‑hold basket of 30 very large, mostly dividend‑paying companies across many industries—heavy in health care and energy, with tech hardware, communications, consumer, and industrials—using rare, threshold‑only rebalancing.
Out-of-sample, this 30-name equal-weight strategy outperforms the S&P: Sharpe ~1.63 vs 1.32, annual return ~22.85% vs 21.19%, max drawdown ~12% vs ~19%, beta ~0.63, plus low turnover and dividend income.
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Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $110k | 2026-10-11 | |
| Backtest regulatory fees | $1 | 2026-10-11 | |
| Backtest slippage cost | $10 | 2026-10-11 |
| AI categories (Composer) | buy-and-hold, dividend tilt, equal-weight, large-cap stocks, low turnover, multi-sector | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance corridor width | 22.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.04 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ABBV", "ADP", "AMAT", "AMGN", "BKNG", "BMY", "CAT", "CI", "CMCSA", "CSCO", "CVS", "EOG", "GILD", "HD", "JNJ", "KLAC", "LMT", "LOW", "MAR", "MCK", "MO", "MPC", "MRK", "PFE", "PM", "QCOM", "SCCO", "SLB", "VZ", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,478 | 2026-10-11 | |
| Out-of-sample length | 705 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1001% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 60.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.46 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.33% | 2026-10-11 |
Collective2
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