Composer · investment strategy
by Composer Technologies · via 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.
4 positions as of 2026-10-11
: 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% · 2026-10-11 ()
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% · 2026-10-11 ()
0 of 11 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Out-of-sample, Weekly AI Picks targets AI leaders to deliver ~63% annualized return with Calmar ~2.20 and Sharpe ~1.40—far above the S&P. Weekly rotation aims for higher upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,288 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "ASML", "AVGO", "GBTC", "GOOG", "META", "MSFT", "MU", "NVDA", "ORCL", "TSM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,876 | 2026-10-11 | |
| Out-of-sample length | 257 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 60.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 60.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.31% | 2026-10-11 |
Collective2
Composer Technologies · Composer
