Composer · investment strategy
by Composer Technologies · via Composer
Owns the steadier of Eli Lilly (LLY) or Novo Nordisk (NVO) based on 10‑day price swings, with roughly 50% kept in cash to cut risk. No regular rebalancing; it changes only when the calmer pick switches.
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.
1 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 2 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 watches two drug makers—Eli Lilly (LLY) and Novo Nordisk (NVO). Every day it looks back 10 trading days and picks the one with smaller price swings. About half the portfolio goes into that stock and the other half stays in cash. It doesn’t rebalance on a set schedule; it only switches if the calmer stock changes.
Owns the steadier of Eli Lilly (LLY) or Novo Nordisk (NVO) based on 10‑day price swings, with roughly 50% kept in cash to cut risk. No regular rebalancing; it changes only when the calmer pick switches.
Defensive GLP-1 tilt with a 50% cash overlay delivers a superior risk-adjusted profile vs the S&P 500: oos annualized return 34.78%, max drawdown 24.10%, Calmar 1.44, Sharpe 0.97. Concentrated, disciplined, downside cushioning.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $7,124 | 2026-10-11 | |
| Backtest slippage cost | $51k | 2026-10-11 |
| AI categories (Composer) | cash overlay, concentrated, equities, glp-1 theme, healthcare, low-volatility, pharmaceuticals | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LLY", "NVO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 8,227 | 2026-10-11 | |
| Out-of-sample length | 515 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.93% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.84% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.28 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.40% | 2026-10-11 |
Collective2
Quantbase · Surmount
