Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight basket of 25 Reddit WallStreetBets “dark horse” stocks, rebalanced daily. Heavy tilt to AI, space, EVs, and big tech. Pure crowd-sourced, high-risk approach with high volatility and turnover.
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.
26 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 26 shown.
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 25 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 Alternative data label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
It copies a Reddit WallStreetBets “Top 25 Dark Horse Bets for 2025” list. Your money is split evenly across all 25 stocks (about 4% each). Every trading day it resets back to equal weight—selling a bit of what went up and buying a bit of what went down. The list leans toward AI, space, EVs, and a few big tech names. Expect high volatility and frequent trading.
Equal-weight basket of 25 Reddit WallStreetBets “dark horse” stocks, rebalanced daily. Heavy tilt to AI, space, EVs, and big tech. Pure crowd-sourced, high-risk approach with high volatility and turnover.
Out-of-sample annualized return ~22.8% vs S&P 17.5%, with Calmar ~0.57 and Sharpe ~0.67. Higher upside but notably larger drawdowns (~40%). Ideal for risk-tolerant investors seeking AI/space/EV-driven alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-19 | |
| Backtest regulatory fees | $29 | 2026-10-19 | |
| Backtest slippage cost | $67 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, equal-weight, equities, high risk, reddit crowd picks, small/mid caps, tech-heavy | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 29 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.04 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACHR", "AMD", "ASTS", "AVGO", "BA", "BBAI", "GOOG", "GSAT", "HOOD", "HUMA", "INTC", "LUNR", "MVST", "NKE", "NVDA", "OKLO", "POET", "RCAT", "RDDT", "RDW", "RIVN", "RKLB", "RXRX", "SOUN", "UBER" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 647 | 2026-10-19 | |
| Out-of-sample length | 426 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 67.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 279.42% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.92% | ||
| Return, trailing 1 day (out-of-sample) | -5.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -5.54% | ||
| Return, trailing 1 week (out-of-sample) | -7.96% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -21.58% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -12.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -13.04% | ||
| SPY annualized return over the backtest window (backtest) | 17.57% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Maximum drawdown, backtest period (backtest) | -40.22% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.22% | ||
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 2.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 47.01% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.43% |
| Annualized turnover, backtest period (backtest) | 0.01 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.63% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.64% | 2026-10-19 |
Quantbase · Surmount
Composer Technologies · Composer
