Composer · investment strategy
by Composer Technologies · via Composer
Picks the 5 strongest of the “Magnificent 7,” equal‑weighted. Uses trend (price vs moving average) and RSI (0–100 of recent up vs down) to hold winners, sidestep overheated moves, and park in T‑bills (BIL) when risk is high. Heavy mega‑cap/AI exposure.
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.
6 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 8 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.
Starts with 7 mega‑cap names (AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA). It ranks them by ~1‑month average return and holds the top 5 equally. For each name: if price is above its last X‑day average (X varies 5–200), it holds unless RSI (0–100 of recent up vs down) is extremely high—then it parks in BIL (a T‑bill fund). If below trend, it buys only when RSI is very low; otherwise it stays in BIL.
Picks the 5 strongest of the “Magnificent 7,” equal‑weighted. Uses trend (price vs moving average) and RSI (0–100 of recent up vs down) to hold winners, sidestep overheated moves, and park in T‑bills (BIL) when risk is high. Heavy mega‑cap/AI exposure.
Out-of-sample edge: annualized return ≈18.07% vs S&P 17.70%, lower max drawdown (~18.13% vs 18.76%), and beta ≈0.97. Risk controls plus BIL cash during spikes provide upside with downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-19 | |
| Backtest regulatory fees | $5,514 | 2026-10-19 | |
| Backtest slippage cost | $46k | 2026-10-19 |
| AI categories (Composer) | ai leaders, equal-weight, mega-cap tech, momentum, rsi, tactical, trend-following, uses t-bills | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 160 | 2026-10-19 | |
| Rebalance corridor width | 20.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "GOOGL", "META", "MSFT", "NVDA", "TSLA" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,505 | 2026-10-19 | |
| Out-of-sample length | 506 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 40.94% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.13% | ||
| Return, trailing 1 day (out-of-sample) | -1.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.80% | ||
| Return, trailing 1 week (out-of-sample) | -2.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -7.35% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -5.97% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.60% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.09% | ||
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Maximum drawdown, backtest period (backtest) | -22.61% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.13% | ||
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Sortino ratio, backtest period (backtest) | 2.73 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.13% |
| Annualized turnover, backtest period (backtest) | 50.15 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.95% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
