Composer · investment strategy
by Composer Technologies · via Composer
A daily, two‑slot strategy focused on Apple (AAPL), Nvidia (NVDA), and Google (GOOG). It buys a stock only if its last ~20 days are up by >~1%; otherwise it holds BIL (short‑term T‑bills). Among the three, it favors the two moving the most and splits them evenly.
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.
2 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%)
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% · 2026-10-19 ()
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 4 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:<br>1) For Apple (AAPL), Nvidia (NVDA), and Google/Alphabet (GOOG), if the last ~20 trading days show >~+1% gain, use the stock; otherwise use BIL (a cash‑like T‑bill ETF).<br>2) Rank the three by recent volatility (~20 days) and pick the top two.<br>3) Split money 50/50.
A daily, two‑slot strategy focused on Apple (AAPL), Nvidia (NVDA), and Google (GOOG). It buys a stock only if its last ~20 days are up by >~1%; otherwise it holds BIL (short‑term T‑bills). Among the three, it favors the two moving the most and splits them evenly.
Out-of-sample it targets higher, risk-efficient gains than the S&P: ~29.6% annualized return, Sharpe ~1.44, Calmar ~2.11, and max drawdown ~14% vs ~18.8% for the S&P; cash when signals fade, two mega-cap bets when favorable.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $203k | 2026-10-19 | |
| Backtest regulatory fees | $705 | 2026-10-19 | |
| Backtest slippage cost | $4,987 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, mega-cap tech, momentum, tactical allocation, trend-following, volatility tilt | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 21 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BIL", "GOOG", "NVDA" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 |
| Remixes (copies) | 23 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,119 | 2026-10-19 | |
| Out-of-sample length | 430 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 27.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1930% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.88% | ||
| Return, trailing 1 day (out-of-sample) | -1.15% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.06% | ||
| Return, trailing 1 week (out-of-sample) | -3.73% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.07% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.70% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.86% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.60% | ||
| SPY annualized return over the backtest window (backtest) | 13.81% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, backtest period (backtest) | -44.48% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.05% | ||
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.36% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.34% |
| Annualized turnover, backtest period (backtest) | 27.39 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.89 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.21% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
