Composer · investment strategy
by Composer Technologies · via Composer
All‑equity US portfolio that blends S&P 500 and Nasdaq 100 with momentum/value/quality tilts, a small‑cap slice, and small sector tweaks. Growth‑oriented and tech‑leaning, while adding cash‑rich and quality screens for balance.
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.
16 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.
4.4% of weight in (IVV: 3.0%)
15 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 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 15 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.
It spreads 100% across US stock ETFs: 35% S&P 500 (VOO core, plus COWZ for cash‑rich firms), 25% Nasdaq 100 (QQQ plus cash‑flow leaders QQQG), 30% factor mix (momentum, value, quality via Vanguard funds), 5% small caps (VIOO/VIOG), and 5% in select sectors (insurers, utilities, tech, industrials, health, consumer). No set rebalancing.
All‑equity US portfolio that blends S&P 500 and Nasdaq 100 with momentum/value/quality tilts, a small‑cap slice, and small sector tweaks. Growth‑oriented and tech‑leaning, while adding cash‑rich and quality screens for balance.
Nearly matches the S&P 500 in out-of-sample returns (≈17.41% vs 17.50%), but adds diversification: momentum/value/quality tilts, Nasdaq leadership, small caps and sector tweaks for growth potential with cash-flow quality.
Last updated October 21, 2024.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $0 | 2026-10-19 | |
| Backtest slippage cost | $1 | 2026-10-19 |
| AI categories (Composer) | buy-and-hold, factor tilts (momentum/value/quality), large-cap & tech tilt, nasdaq/s&p core, sector tweaks, small-cap slice, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 27 | 2026-10-19 | |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "COWZ", "KBWP", "QQQ", "QQQG", "VCR", "VFMO", "VFQY", "VFVA", "VGT", "VHT", "VIOG", "VIOO", "VIS", "VOO", "VPU" ] | 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) | 1.02 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 542 | 2026-10-19 | |
| Out-of-sample length | 479 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 17.06% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 40.41% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.24% | ||
| Return, trailing 1 day (out-of-sample) | -1.41% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.55% | ||
| Return, trailing 1 week (out-of-sample) | -1.75% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.28% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.16% | ||
| SPY annualized return over the backtest window (backtest) | 17.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Maximum drawdown, backtest period (backtest) | -20.64% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Sortino ratio, backtest period (backtest) | 1.50 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.34% |
| Annualized turnover, backtest period (backtest) | 0.51 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.90% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.95% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
