Composer · investment strategy
by Composer Technologies · via Composer
Monthly, split money evenly across 10 big Nasdaq names—but only own a stock if its price is above its ~10‑month average. Otherwise, keep that slice in short‑ and 3–7‑year U.S. Treasury bond funds (SHV, IEI). Aims to capture trends and cut drawdowns.
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 2026-10-11
: 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%)
2 funds (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. : 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 12 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, your money is split into 10 equal slices—one for each company: Apple, Microsoft, Google (two share classes), Amazon, Tesla, Meta, Nvidia, Pepsi, and Costco. If a stock’s price is above its roughly 10‑month average, that slice buys the stock. If not, that slice parks 50/50 in SHV and IEI—funds that hold short‑ and 3–7‑year U.S. Treasury bonds. Goal: ride uptrends, step aside in downturns.
Monthly, split money evenly across 10 big Nasdaq names—but only own a stock if its price is above its ~10‑month average. Otherwise, keep that slice in short‑ and 3–7‑year U.S. Treasury bond funds (SHV, IEI). Aims to capture trends and cut drawdowns.
Out-of-sample edge: 25.5% annualized return vs 22.9% S&P; 15.1% drawdown vs 18.8%; Sharpe ~1.48, Calmar ~1.69, beta ~0.78. Trend-following in 10 mega-caps with a Treasuries hedge for smoother, higher risk-adjusted gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $111k | 2026-10-11 | |
| Backtest regulatory fees | $24 | 2026-10-11 | |
| Backtest slippage cost | $180 | 2026-10-11 |
| AI categories (Composer) | momentum, monthly rebalance, nasdaq mega-caps, tactical asset allocation, treasuries hedge, trend-following, us large-cap | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 62 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "COST", "GOOG", "GOOGL", "IEI", "META", "MSFT", "NVDA", "PEP", "SHV", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 90 | 2026-10-11 | |
| Watchers | 44 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,944 | 2026-10-11 | |
| Out-of-sample length | 891 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1012% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
