Composer · investment strategy
by Composer Technologies · via Composer
51% rotates into the 3 strongest “old tech” stocks by recent 60‑day performance; 49% stays equally in 7 core blue‑chips (Intel, Microsoft, Texas Instruments, AMD, HP, GE, IBM). Reviewed about monthly; trades only if weights drift ~5%.
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%)
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 11 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 Fundamental research 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.
About every 30 days, it ranks 11 established “old tech” stocks by their average gain over the last 60 days, then puts 51% into the top 3 (equal split). The other 49% stays spread evenly across 7 core names: Intel (INTC), Microsoft (MSFT), Texas Instruments (TXN), AMD, HP (HPQ), GE, and IBM. It only rebalances if weights drift ~5% from targets.
51% rotates into the 3 strongest “old tech” stocks by recent 60‑day performance; 49% stays equally in 7 core blue‑chips (Intel, Microsoft, Texas Instruments, AMD, HP, GE, IBM). Reviewed about monthly; trades only if weights drift ~5%.
Out-of-sample annualized return ~39% with Sharpe ~1.28 and Calmar ~1.35, offering risk-adjusted gains vs. the S&P. A 51% momentum sleeve + 49% blue-chip core targets durable tech upside with disciplined risk (drawdowns may be larger).
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.8M | 2026-10-11 | |
| Backtest regulatory fees | $8,432 | 2026-10-11 | |
| Backtest slippage cost | $57k | 2026-10-11 |
| AI categories (Composer) | concentrated, large/mid cap, momentum + core, monthly review, semiconductors, technology-heavy, threshold rebalancing, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ADSK", "AMAT", "AMD", "CGNX", "COHU", "GE", "HPQ", "IBM", "INTC", "MSFT", "TXN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 9,200 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 216.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 70.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 70.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -78.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.25% | 2026-10-11 |
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