Composer · investment strategy
by Composer Technologies · via Composer
80/20 mix: 80% in a focused basket of growth, chip, and commodity‑linked stocks plus small sleeves in Costco/Monster/Ulta/Berkshire and a trend‑following fund (DBMF); 20% in cash. Low trading; rebalance only after sizable drift.
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.
14 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 13 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 Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Hold about 20% in cash. Invest the other ~80%: 64% split evenly (8% each) across KLA, NVIDIA, ASML, Eli Lilly, Kinsale Capital, Sigma Lithium, FLEX LNG, and Enphase Energy; and 16% split evenly (3.2% each) across Monster Beverage, Costco, Ulta Beauty, Berkshire Hathaway, and DBMF, a trend‑following fund that can offset stock drops. No set rebalancing; adjust only after ~15% drift.
80/20 mix: 80% in a focused basket of growth, chip, and commodity‑linked stocks plus small sleeves in Costco/Monster/Ulta/Berkshire and a trend‑following fund (DBMF); 20% in cash. Low trading; rebalance only after sizable drift.
Out-of-sample edge: 26.08% annual return vs 21.71% for the S&P, aided by 20% cash and a managed-futures sleeve for diversification. AI/semis upside potential with a cash/futures cushion helps performance across regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $181k | 2026-10-11 | |
| Backtest regulatory fees | $3 | 2026-10-11 | |
| Backtest slippage cost | $23 | 2026-10-11 |
| AI categories (Composer) | cash buffer, concentrated equities, defensive sleeve, low-frequency rebalance, managed futures diversifier, semiconductors tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ASML", "BRK/B", "COST", "DBMF", "ENPH", "FLNG", "KLAC", "KNSL", "LLY", "MNST", "NVDA", "SGML", "ULTA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1706% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
