Composer · investment strategy
by Composer Technologies · via Composer
Daily, buy the two strongest recent performers from a list of big-name stocks/ETF—but only if their trends look healthy and not overheated. If a pick fails the checks, that slice sits in short-term Treasuries instead.
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.
5 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%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 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: 1) Rank AAPL, MSFT, PEP, GOOGL, TSLA, META, SPY, NVDA, COST, AMZN by their last ~20 trading days’ return. Pick the top 2 and split money equally. 2) For each pick, buy it only if it’s in an uptrend (short-term average > long-term) and its RSI (a 0–100 “hot/cold” score) is in a healthy zone. If not, hold SHV, IEI, and BIL (short‑term Treasuries) instead.
Daily, buy the two strongest recent performers from a list of big-name stocks/ETF—but only if their trends look healthy and not overheated. If a pick fails the checks, that slice sits in short-term Treasuries instead.
Out-of-sample momentum strategy delivers higher risk-adjusted growth: ~34.6% annualized vs ~18.6% S&P, Sharpe ~1.47 vs ~1.12, Calmar ~1.24. Top-two mega-cap picks with Treasury hedges when signals fail offer more upside with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $855k | 2026-10-11 | |
| Backtest regulatory fees | $3,247 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | mega-cap equities, momentum, moving averages, risk-on/risk-off, rsi filters, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 262 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "COST", "GOOGL", "IEI", "META", "MSFT", "NVDA", "PEP", "SHV", "SPY", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 197 | 2026-10-11 | |
| Watchers | 64 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,549 | 2026-10-11 | |
| Out-of-sample length | 517 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8447% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -2.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -2.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.06% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
