Composer · investment strategy
by Composer Technologies · via Composer
Rules-based barbell from 17 mega-cap U.S. stocks: half in last year’s biggest gainers, half in the most stable (smallest worst drop). Equal-weighted across picks, minimal trading, no set rebalancing schedule.
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.
9 positions as of 2026-10-19
: 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.
10.1% 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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 17 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 Momentum 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.
Starts with 17 very large, well-known U.S. companies (Microsoft, Apple, Nvidia, Amazon, Google, etc.).<br>Each time it makes picks, it looks back 1 year and builds two lists: (1) the 5 stocks that rose the most; (2) the 5 with the smallest “worst drop” from a prior high. It then splits money roughly equally across these picks. If a stock is on both lists, it may get a bigger slice. It doesn’t rebalance on a schedule.
Rules-based barbell from 17 mega-cap U.S. stocks: half in last year’s biggest gainers, half in the most stable (smallest worst drop). Equal-weighted across picks, minimal trading, no set rebalancing schedule.
Disciplined barbell on 17 mega-cap stocks: top momentum + defensive picks, low turnover. Out-of-sample: ~20% annualized return, beta ~0.88, Calmar ~1.03. Highlights risk-adjusted upside and lower market exposure vs SPY with rule-based selection.
11/1/2013
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $189k | 2026-10-19 | |
| Backtest regulatory fees | $127 | 2026-10-19 | |
| Backtest slippage cost | $916 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, concentrated, low drawdown, momentum, rules-based, us large-cap equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "AVGO", "BRK/B", "COST", "GOOGL", "JPM", "LLY", "MA", "META", "MSFT", "NVDA", "PG", "TSLA", "UNH", "V", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,259 | 2026-10-19 | |
| Out-of-sample length | 553 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.51% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1791% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.89% | ||
| Return, trailing 1 day (out-of-sample) | -0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.68% | ||
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 6.37% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.25% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.94% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.88% | ||
| SPY annualized return over the backtest window (backtest) | 13.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | ||
| Maximum drawdown, backtest period (backtest) | -28.45% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.28% |
| Annualized turnover, backtest period (backtest) | 6.79 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.63 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.72% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.78% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
