Composer · investment strategy
by Composer Technologies · via Composer
Own the two strongest names (mostly mega-cap U.S. stocks) only when they’re in an uptrend but not overheated; otherwise sit in short-term Treasuries. Universe: AAPL, MSFT, GOOGL, TSLA, META, NVDA, AMZN, SPY, COST, PEP. Daily ranking and rebalancing.
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.
4 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 it checks 10 big U.S. names: AAPL (Apple), MSFT (Microsoft), GOOGL (Alphabet), TSLA (Tesla), META (Meta), NVDA (Nvidia), AMZN (Amazon), SPY (S&P 500 fund), COST (Costco), PEP (PepsiCo). It holds a stock only if: 1) price is in an uptrend (short-term average above a 50–200 day average), 2) it isn’t too “hot” or too weak (RSI, a 0–100 speed/overheating score, is roughly 45–80), and 3) it hasn’t been a recent loser. If a stock fails, that slot sits in U.S. Treasury bond funds (SHV, IEI, BIL). Then it ranks everything by last 20 trading days’ return and buys the top two, 50/50. Rebalanced daily.
Own the two strongest names (mostly mega-cap U.S. stocks) only when they’re in an uptrend but not overheated; otherwise sit in short-term Treasuries. Universe: AAPL, MSFT, GOOGL, TSLA, META, NVDA, AMZN, SPY, COST, PEP. Daily ranking and rebalancing.
Out-of-sample edge: 26.94% annualized return vs 18.04% S&P; OS Sharpe 1.22 vs 1.09; Calmar ~0.97. Trend-following with Treasuries as ballast—more upside, with disciplined downside management vs the S&P 500.
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) | daily rebalance, large-cap us equities, mega-cap tech, momentum, relative strength, risk-managed, 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) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 130 | 2026-10-11 | |
| Watchers | 49 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,549 | 2026-10-11 | |
| Out-of-sample length | 559 | 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) | 26.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.91% | 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) | 0.97 | 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) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
