Composer · investment strategy
by Composer Technologies · via Composer
Daily rotate among 10 mega-cap U.S. stocks by recent 30‑day performance, holding the top 5 and weighting them more heavily if they’ve been steadier (lower volatility). Rebalanced every day.
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 Momentum 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 reviews 10 giant U.S. stocks—Apple, Microsoft, Google (Alphabet), Amazon, Tesla, Nvidia, Berkshire Hathaway, Johnson & Johnson, Visa, Procter & Gamble—spanning tech, consumer, healthcare, and financials. It picks the 5 with the strongest average gains over the past 30 days, then puts more money in the steadier ones and less in the jumpier ones.
Daily rotate among 10 mega-cap U.S. stocks by recent 30‑day performance, holding the top 5 and weighting them more heavily if they’ve been steadier (lower volatility). Rebalanced every day.
Out-of-sample: 25.0% annualized return vs 21.1% for the S&P, Sharpe ~1.30 vs ~1.20, and beta ~0.77—delivering stronger risk-adjusted gains with lower market sensitivity in mega-cap momentum.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $774k | 2026-10-19 | |
| Backtest regulatory fees | $1,963 | 2026-10-19 | |
| Backtest slippage cost | $15k | 2026-10-19 |
| AI categories (Composer) | concentrated portfolio, daily rebalancing, inverse-volatility weighting, momentum, trend-following, us large-cap equities | ||
| 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", "JNJ", "MSFT", "NVDA", "PG", "TSLA", "V" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,041 | 2026-10-19 | |
| Out-of-sample length | 410 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 31.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7640% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.17% | ||
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.02% | ||
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 7.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.76% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.68% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.42% | ||
| SPY annualized return over the backtest window (backtest) | 14.70% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | ||
| Maximum drawdown, backtest period (backtest) | -33.90% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.87% | ||
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.97% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.59% |
| Annualized turnover, backtest period (backtest) | 23.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.44% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
