Composer · investment strategy
by Composer Technologies · via Composer
Monthly two-stock plan driven by recent S&P 500 volatility: if markets are moderately choppy, go 100% Eli Lilly; otherwise split 50/50 between Nvidia and Eli Lilly. Focused exposure to tech (AI chips) and healthcare.
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.
2 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 3 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.
Once a month it checks how “bumpy” the U.S. stock market has been over the last 21 trading days using SPY (an S&P 500 fund).<br>If markets were very calm or extremely jumpy: hold 50% Nvidia (NVDA, AI chips) and 50% Eli Lilly (LLY, big pharma).<br>If markets were moderately bumpy: hold 100% LLY.<br>Then repeat next month.
Monthly two-stock plan driven by recent S&P 500 volatility: if markets are moderately choppy, go 100% Eli Lilly; otherwise split 50/50 between Nvidia and Eli Lilly. Focused exposure to tech (AI chips) and healthcare.
Out-of-sample annualized return 23.58% vs SPY 18.89%, with positive alpha and Calmar ~0.805. A monthly volatility-driven rotation between Nvidia and Eli Lilly blends AI upside with pharma defensiveness, delivering stronger growth than the S&P 500 through a simple, rules-based process.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.5M | 2026-10-11 | |
| Backtest regulatory fees | $1,293 | 2026-10-11 | |
| Backtest slippage cost | $8,954 | 2026-10-11 |
| AI categories (Composer) | monthly rebalance, single-stock rotation, tech and healthcare, us large-cap, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LLY", "NVDA", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,971 | 2026-10-11 | |
| Out-of-sample length | 654 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 85k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
Collective2
Composer Technologies · Composer
