Composer · investment strategy
by Composer Technologies · via Composer
A 3-bucket, monthly-rebalanced portfolio: 60% split between Apple and Microsoft, 20% in whichever of Tesla or Nvidia did better over the last ~10 trading days, and 20% in USDU as a defensive U.S. dollar position.
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%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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.
Each month: - Put 60% into Apple and Microsoft, split evenly (30% each). - Look at the last ~10 trading days for Tesla and Nvidia; buy the one with better recent performance for 20%. - Put 20% into USDU, a fund that benefits when the U.S. dollar strengthens.
A 3-bucket, monthly-rebalanced portfolio: 60% split between Apple and Microsoft, 20% in whichever of Tesla or Nvidia did better over the last ~10 trading days, and 20% in USDU as a defensive U.S. dollar position.
Out-of-sample edge: ~26.8% annualized return vs SPY ~21%, Sharpe ~1.25, Calmar ~0.88. A disciplined monthly 3-bucket tilt with USD hedge targets higher upside with controlled risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $437k | 2026-10-11 | |
| Backtest regulatory fees | $73 | 2026-10-11 | |
| Backtest slippage cost | $509 | 2026-10-11 |
| AI categories (Composer) | concentrated us tech, monthly rebalance, short-term momentum, single-stock tilt, usd hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "MSFT", "NVDA", "TSLA", "USDU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 704 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4273% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
