Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly rotation among mega-cap leaders: 50% in the 2 strongest tech names by recent trend, 50% in the 2 strongest defensive names by ~1‑year return. Four equal-weight positions, updated monthly to stay with winners.
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%)
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 28 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.
Monthly: split money 50/50 into two buckets.<br>Bucket 1 (Mega‑Cap Tech): buy the 2 tech giants with the strongest average gains over ~6 months; split that half equally.<br>Bucket 2 (Big Non‑Cyclicals): buy the 2 large, steady names with the best ~10‑month total return; split that half equally.<br>Hold 4 stocks (~25% each) until next month, then recheck and replace if rankings change.
A simple monthly rotation among mega-cap leaders: 50% in the 2 strongest tech names by recent trend, 50% in the 2 strongest defensive names by ~1‑year return. Four equal-weight positions, updated monthly to stay with winners.
Out-of-sample edge: ~42.6% annualized return vs ~20% for the S&P, Sharpe ~1.51, Calmar ~1.55. A simple monthly mega-cap momentum plus a steady-defensive tilt aims for higher risk-adjusted returns—note drawdowns can be larger in stress.
Thesis: To create a simple weekly strategy that requires almost no effort when executing the trades manually and beats both the S&P500 and QQQ by a large enough margin while having a similar maximum drawdown. Also I wanted to avoid overfitting.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $839k | 2026-10-11 | |
| Backtest regulatory fees | $307 | 2026-10-11 | |
| Backtest slippage cost | $2,578 | 2026-10-11 |
| AI categories (Composer) | equities, long-only, mega-cap, momentum, monthly rotation, sector-balanced, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 36 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "ASML", "AVGO", "AZN", "BAC", "BRK/B", "CL", "COST", "GOOGL", "JNJ", "KO", "LLY", "MA", "MDLZ", "MRK", "MSFT", "NVDA", "NVO", "NVS", "ORCL", "PEP", "PFE", "PG", "TSM", "UNH", "V", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 372 | 2026-10-11 | |
| Watchers | 141 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,185 | 2026-10-11 | |
| Out-of-sample length | 967 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.56% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8289% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 291.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.45% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
