Composer · investment strategy
by Composer Technologies · via Composer
Owns the single S&P 500 mega-cap with the biggest 90‑day gain, reselected daily. A simple momentum rotation—easy to grasp but very concentrated 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.
1 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 30 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 scans a preset basket of big S&P 500 stocks (Apple, Microsoft, Amazon, Nvidia, Tesla, Meta, Berkshire, Visa, J&J, Exxon, etc.). It buys the one with the largest price gain over the last ~90 days, then rechecks the next day and switches if the leader changes.<br>These names were chosen for size and liquidity. Sector exposure rotates with the winner—often tech/communication, but also consumer, finance, health care, or energy.
Owns the single S&P 500 mega-cap with the biggest 90‑day gain, reselected daily. A simple momentum rotation—easy to grasp but very concentrated and high‑turnover.
Out-of-sample: ~24.8% annualized return vs S&P ~18.1%. Daily mega-cap momentum targets leadership for stronger upside in trends. Calmar ~0.50; max drawdown ~49%. Higher return, but concentrated risk and bigger drawdowns than the S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.9M | 2026-10-19 | |
| Backtest regulatory fees | $21k | 2026-10-19 | |
| Backtest slippage cost | $195k | 2026-10-19 |
| AI categories (Composer) | concentrated, daily rebalance, high turnover, momentum, s&p 500 mega-caps, single-stock rotation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 33 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AMZN", "BRK/B", "CRM", "CSCO", "CVX", "DIS", "GOOGL", "HD", "INTC", "JNJ", "KO", "MA", "MCD", "META", "MRK", "MSFT", "NFLX", "NKE", "NVDA", "ORCL", "PEP", "PFE", "PG", "TSLA", "UNH", "V", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 |
| Remixes (copies) | 28 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,394 | 2026-10-19 | |
| Out-of-sample length | 534 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 70.22% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 129k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.17% | ||
| Return, trailing 1 day (out-of-sample) | -2.45% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -6.61% | ||
| Return, trailing 1 week (out-of-sample) | -4.85% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 63.29% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 72.43% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.69% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -34.92% | ||
| SPY annualized return over the backtest window (backtest) | 14.46% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.16 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | ||
| Maximum drawdown, backtest period (backtest) | -60.63% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.15% | ||
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 2.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.45% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.59% |
| Annualized turnover, backtest period (backtest) | 31.33 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.39 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.30% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.81% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
