Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced momentum portfolio of “future tech” stocks. It picks recent winners using three short‑term trend checks (10‑day, 21‑day RSI, 45‑day) across space, quantum, AI, air taxis, and nuclear, then equal‑weights the selections. Very volatile.
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.
12 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%)
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% · 2026-10-11 ()
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 23 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.
- Starts with ~23 “future tech” stocks (space, quantum, AI, air taxis, nuclear).<br>- Each day it ranks them 3 ways: (1) 21‑day buying pressure (RSI: more up than down days scores higher), (2) average gains over 45 days, (3) total gain over 10 days.<br>- It picks the top 7 from each list, merges them, and splits the money evenly.<br>- Rebalanced daily to stay with recent winners.
A daily‑rebalanced momentum portfolio of “future tech” stocks. It picks recent winners using three short‑term trend checks (10‑day, 21‑day RSI, 45‑day) across space, quantum, AI, air taxis, and nuclear, then equal‑weights the selections. Very volatile.
Capitalizes on explosive future-tech momentum. Out-of-sample annualized return ~49% vs SPY ~16%, with Calmar ~0.97. Higher volatility and max drawdown (~50%) mean it's a risk-on sleeve for disciplined investors.
This symphony incorporates dynamic weighting of futurist tickers in order to capture momentum across multiple sectors including quantum computing, space, VTOL aircraft, cryptocurrency, artificial intelligence, and nuclear power sectors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $87k | 2026-10-11 | |
| Backtest regulatory fees | $205 | 2026-10-11 | |
| Backtest slippage cost | $1,144 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, high volatility, momentum, small/mid cap, thematic tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "ACHR", "ASTS", "BKSY", "GRRR", "HIMS", "IONQ", "JOBY", "KULR", "LUNR", "NBIS", "NNE", "OKLO", "PL", "PLTR", "QBTS", "QUBT", "RCAT", "RDW", "RGTI", "RKLB", "SMR", "SOFI", "SOUN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 241 | 2026-10-11 | |
| Watchers | 62 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 563 | 2026-10-11 | |
| Out-of-sample length | 454 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 162.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 767.45% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.85% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -24.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -24.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -9.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -22.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 85.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.22% | 2026-10-11 |
Collective2
Composer Technologies · Composer
