Composer · investment strategy
by Composer Technologies · via Composer
Snowflake‑centric strategy: buy SNOW aggressively after sharp pullbacks, lean in after smaller dips, keep a balanced mix when SNOW trends up, and otherwise rotate into the 3 strongest big‑tech/semiconductor names, equally weighted.
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.
1 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 12 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 Technology 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.
It watches Snowflake (SNOW). If SNOW had a big recent drop from a prior peak, it goes 100% into SNOW (buy the dip). A smaller drop → 75% SNOW with some Microsoft (MSFT) and ASML (chip equipment). If SNOW’s short‑term trend is up, it holds 50% SNOW plus small slices of gold (GLD), US Treasuries (IEF, SHY), silver miners (SIL), and ASML. Otherwise it equally owns the 3 best recent performers from a list of large tech names (e.g., NVDA, AMD, MSFT, etc.).
Snowflake‑centric strategy: buy SNOW aggressively after sharp pullbacks, lean in after smaller dips, keep a balanced mix when SNOW trends up, and otherwise rotate into the 3 strongest big‑tech/semiconductor names, equally weighted.
Out-of-sample Sharpe 2.44 vs SPY 1.24; Calmar 13.42; positive out-of-sample alpha and an ~178% annualized OOS return—dramatically stronger risk-adjusted upside than the S&P 500. Regime-based SNOW/tech rotation with diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30k | 2026-10-19 | |
| Backtest regulatory fees | $112 | 2026-10-19 | |
| Backtest slippage cost | $923 | 2026-10-19 |
| AI categories (Composer) | buy-the-dip, cloud software, gold/treasuries diversifier, momentum rotation, regime-based, semiconductors, tech-heavy | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 36 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "ASML", "CSCO", "DDOG", "GLD", "IEF", "MSFT", "MU", "NVDA", "SHY", "SIL", "SNOW" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,519 | 2026-10-19 | |
| Out-of-sample length | 106 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.27% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 204.37% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 178.86% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.84% | ||
| Return, trailing 1 day (out-of-sample) | -6.69% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 18.31% | ||
| Return, trailing 1 week (out-of-sample) | -10.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 6.25% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.13% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 32.91% | ||
| SPY annualized return over the backtest window (backtest) | 16.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 13.42 | ||
| Maximum drawdown, backtest period (backtest) | -59.32% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.33% | ||
| Sharpe ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.44 | ||
| Sortino ratio, backtest period (backtest) | 0.95 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.07 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.91% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.72% |
| Annualized turnover, backtest period (backtest) | 47.69 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.63 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 51.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 45.28% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
