Composer · investment strategy
by Composer Technologies · via Composer
Own 10 top U.S. stocks only when they’re above their 200‑day average; otherwise use SPY for that slice. Equal-weight across 10 checks, reviewed daily. Stays fully invested, leans into leaders, and defaults to the broad market when they weaken.
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.
11 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.
0.3% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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.
Each day the strategy checks 10 giant U.S. companies: Apple, Microsoft, NVIDIA, Amazon, Meta, Alphabet (Google), Berkshire Hathaway (B), Broadcom, Eli Lilly, and JPMorgan.<br>For each name: if its price is above its average price over the last ~200 trading days, own that stock; otherwise own SPY (the S&P 500 fund) for that slice.<br>Money is split evenly across the 10 slices and rechecked daily.
Own 10 top U.S. stocks only when they’re above their 200‑day average; otherwise use SPY for that slice. Equal-weight across 10 checks, reviewed daily. Stays fully invested, leans into leaders, and defaults to the broad market when they weaken.
Out-of-sample edge: annualized return 19.13% vs SPY 17.25%, Sharpe ~1.01, while maintaining downside control with a unified 200-day trend filter on 10 mega-caps and SPY fallback. Strong upside capture with disciplined risk.
Charles Munger "If all you ever did was buy high-quality stocks on the 200-week moving average, you would beat the S&P 500 by a large margin over time."
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $304k | 2026-10-19 | |
| Backtest regulatory fees | $290 | 2026-10-19 | |
| Backtest slippage cost | $1,835 | 2026-10-19 |
| AI categories (Composer) | 200-day moving average, daily rebalance, large-cap u.s. equities, rule-based, spy fallback, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 42 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "AVGO", "BRK/A", "BRK/B", "GOOGL", "JPM", "LLY", "META", "MSFT", "NVDA", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 |
| Remixes (copies) | 21 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,425 | 2026-10-19 | |
| Out-of-sample length | 501 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 28.55% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2941% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.13% | ||
| Return, trailing 1 day (out-of-sample) | -0.92% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.64% | ||
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.85% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.02% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.43% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.86% | ||
| SPY annualized return over the backtest window (backtest) | 14.43% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Maximum drawdown, backtest period (backtest) | -32.18% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.26% |
| Annualized turnover, backtest period (backtest) | 6.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.20 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.08% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.29% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
