Composer · investment strategy
by Composer Technologies · via Composer
Picks the 5 most volatile stocks from 10 mega-cap US names, holds them equally, and rebalances daily. Targets short-term “buy the dip, trim the rip” mean reversion; concentrated, tech/finance-heavy, and high turnover.
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%)
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% · 2026-10-19 ()
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 10 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.
Universe: Apple, Microsoft, Google (Alphabet), Amazon, Tesla, Meta (Facebook), NVIDIA, Berkshire Hathaway, JPMorgan, Visa.<br>Each day we check which of these has been the most “bouncy” over the past ~20 trading days. We buy the 5 bounciest and split the money evenly. We rebalance daily—sell a bit of what popped and buy what dipped—aiming to profit if prices snap back. Tech/finance heavy; lots of trading.
Picks the 5 most volatile stocks from 10 mega-cap US names, holds them equally, and rebalances daily. Targets short-term “buy the dip, trim the rip” mean reversion; concentrated, tech/finance-heavy, and high turnover.
Out-of-sample: ~36.8% annualized return with a 1.20 Sharpe and 1.83 Calmar, vs SPY’s ~23.9% return and ~1.35 Sharpe. Higher upside and strong risk-adjusted performance, though drawdowns can be higher (~20%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $663k | 2026-10-19 | |
| Backtest regulatory fees | $855 | 2026-10-19 | |
| Backtest slippage cost | $6,440 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, equal weight, equities, large-cap us, mean reversion, volatility ranking | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 13 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BRK/B", "GOOGL", "JPM", "META", "MSFT", "NVDA", "TSLA", "V" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,604 | 2026-10-19 | |
| Out-of-sample length | 400 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6529% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.43% | ||
| Return, trailing 1 day (out-of-sample) | -2.22% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.87% | ||
| Return, trailing 1 week (out-of-sample) | -2.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.89% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.41% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.78% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.88% | ||
| SPY annualized return over the backtest window (backtest) | 14.90% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | ||
| Maximum drawdown, backtest period (backtest) | -55.20% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.16% | ||
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Sortino ratio, backtest period (backtest) | 1.67 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.89% |
| Annualized turnover, backtest period (backtest) | 12.21 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.47 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.94% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.75% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
