Composer · investment strategy
by Composer Technologies · via Composer
Buys last month’s two best performers from a preset list of large stocks plus an oil and a uranium fund, splits 50/50, holds one month, then re-ranks and rotates. Very concentrated; swings can be big, especially if oil/uranium funds are chosen.
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.
3 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 ()
1 of 35 funds in its are : UCO
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 Commodities & gold 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, it looks at a fixed list of 36 big, liquid names (Apple, Amazon, Nvidia, Tesla, JPMorgan, Chevron, Berkshire, etc.) plus two energy funds (a 2x oil fund “UCO” and a uranium miners fund “URA”).<br>It picks the two with the biggest price gains over roughly the past month (~16 trading days), puts 50% in each, holds for one month, then repeats.<br>Only two holdings; can be volatile.
Buys last month’s two best performers from a preset list of large stocks plus an oil and a uranium fund, splits 50/50, holds one month, then re-ranks and rotates. Very concentrated; swings can be big, especially if oil/uranium funds are chosen.
Out-of-sample edge: ~48% annualized return vs ~21% for the S&P; Sharpe ~1.31, Calmar ~1.24. Higher drawdowns (~39%), but a focused two-name momentum strategy can deliver bigger trend gains and diversification beyond the S&P.
Momentum considers the best 2 performers of the last month to buy.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.7M | 2026-10-11 | |
| Backtest regulatory fees | $3,835 | 2026-10-11 | |
| Backtest slippage cost | $32k | 2026-10-11 |
| AI categories (Composer) | concentrated (2 positions), includes leveraged oil fund, large-cap us & canada, momentum, monthly rebalancing, sector rotation, uranium exposure | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMD", "AMZN", "AXP", "BA", "BRK/B", "C", "CCJ", "CNQ", "COST", "CSCO", "CVX", "ENB", "GOOGL", "GS", "HD", "JNJ", "JPM", "MA", "META", "NFLX", "NVDA", "NXE", "PFE", "PG", "PYPL", "RY", "SHOP", "SU", "TSLA", "UCO", "URA", "V", "VZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,817 | 2026-10-11 | |
| Out-of-sample length | 920 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 78.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 67k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 322.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 90.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 90.95% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 10.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
