Composer · investment strategy
by Composer Technologies · via Composer
Buys short-term “dips” in quantum-themed and enabling tech stocks, but only if the last month still looks healthy. Sizes positions by recent steadiness (lower volatility gets more weight). Rebalanced daily; typically holds up to six names.
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.
7 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 19 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.
- Start with a list of quantum-computing stocks and big tech “enablers.”<br>- Each day, score them by a 14‑day RSI (a 0–100 gauge of recent selling/buying). Pick the 6 with the lowest scores (recently sold off).<br>- Among those, prefer the ones that did better over the last month.<br>- Put more weight into steadier names (lower recent volatility), less into jumpy ones.<br>- Rebalance daily.
Buys short-term “dips” in quantum-themed and enabling tech stocks, but only if the last month still looks healthy. Sizes positions by recent steadiness (lower volatility gets more weight). Rebalanced daily; typically holds up to six names.
Out-of-sample annualized return ~46% vs S&P ~18%, with Calmar ~1.45. A dip-buying tech/quant strategy using inverse-vol weighting and daily rebalancing seeks strong upside with disciplined risk; max drawdown ~32% in downturns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $165k | 2026-10-19 | |
| Backtest regulatory fees | $664 | 2026-10-19 | |
| Backtest slippage cost | $2,904 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, equities, mean reversion, momentum overlay, quantum computing, risk-managed, thematic tech | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 25 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMAT", "AMZN", "ARQQ", "BABA", "BTQ", "GOOGL", "HON", "IBM", "INTC", "IONQ", "LRCX", "MSFT", "NVDA", "ORCL", "QBTS", "QMCO", "QUBT", "RGTI", "WIMI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.68 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 40 | 2026-10-19 | |
| Watchers | 25 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 816 | 2026-10-19 | |
| Out-of-sample length | 222 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 137.58% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1554% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.77% | ||
| Return, trailing 1 day (out-of-sample) | -7.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -8.19% | ||
| Return, trailing 1 week (out-of-sample) | -11.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -4.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -23.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.03% | ||
| SPY annualized return over the backtest window (backtest) | 18.89% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.06 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | ||
| Maximum drawdown, backtest period (backtest) | -33.85% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.91% | ||
| Sharpe ratio, backtest period (backtest) | 0.96 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 4.32 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 139.97% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.40% |
| Annualized turnover, backtest period (backtest) | 49.05 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.22 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.75% | 2026-10-19 |
Collective2
Composer Technologies · Composer
