Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum on a basket of meme‑adjacent frontier‑tech stocks. Picks leaders by 10‑day gains, a 21‑day strength score (RSI), and a 45‑day trend, then spreads money across them. Very high risk and high turnover.
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.
12 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 21 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 Thematic 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 starts with a basket of “frontier tech” stocks (rockets/satellites, AI, quantum computing, eVTOL air taxis, advanced nuclear, fintech, telehealth).<br>Each day it runs three simple checks: 10‑day gain, a 21‑day “strength” score (RSI = more recent up‑days than down‑days), and a 45‑day trend vs average. It picks the top 7 from each, combines them, and splits money evenly. Names that show up in multiple checks get a bigger slice. Rebalanced daily.
Daily momentum on a basket of meme‑adjacent frontier‑tech stocks. Picks leaders by 10‑day gains, a 21‑day strength score (RSI), and a 45‑day trend, then spreads money across them. Very high risk and high turnover.
Out-of-sample, this strategy shows superior risk-adjusted and absolute performance vs the S&P: annualized return ~74% vs ~16%, Sharpe ~1.07 vs 0.98, Calmar ~1.40, and alpha ~0.51%. Even with higher drawdowns, it performs in trending markets with strong upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83k | 2026-10-11 | |
| Backtest regulatory fees | $198 | 2026-10-11 | |
| Backtest slippage cost | $1,069 | 2026-10-11 |
| AI categories (Composer) | ai & quantum, daily rebalance, high volatility, long-only, momentum, nuclear/energy, small/micro-cap tech, space/aerospace, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 69 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ACHR", "ASTS", "BKSY", "HIMS", "IONQ", "JOBY", "KULR", "LUNR", "NNE", "OKLO", "PL", "PLTR", "QBTS", "QUBT", "RCAT", "RDW", "RGTI", "RKLB", "SMR", "SOFI", "SOUN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 119 | 2026-10-11 | |
| Watchers | 35 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 563 | 2026-10-11 | |
| Out-of-sample length | 465 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 156.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 726.28% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 73.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.24% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.89% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -26.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -26.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -9.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -20.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 86.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 86.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.40% | 2026-10-11 |
Collective2
Composer Technologies · Composer
