Composer · investment strategy
by Composer Technologies · via Composer
A weekly-updated stock mix drawn from women-led U.S. companies. It picks the 10 with the biggest recent moves, then gives more weight to the calmer ones to balance risk. Broad exposure across tech, healthcare, utilities, retail, energy, and more.
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.
“finds the 10 that moved the most over the last month”
“Rebalances weekly.”
“Starts from a fixed list of large U.S. companies known to have women CEOs in recent years”
“spreads money across those 10, giving bigger weights to the steadier names (measured over ~1 year)”
11 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.
10.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-19 ()
0 of 19 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its ESG / SRI label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
SoFi Wealth · SoFi
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.
2 missing
The text the rules are quoted from, with where it came from.
Starts from a fixed list of large U.S. companies known to have women CEOs in recent years (e.g., AMD, ORCL, GM, UPS, CLX, VRTX, NOC, OXY). Each week it: 1) finds the 10 that moved the most over the last month; 2) spreads money across those 10, giving bigger weights to the steadier names (measured over ~1 year). Rebalances weekly.<br>Sectors: tech, healthcare, utilities, retail, energy, defense, logistics, real estate, autos.
A weekly-updated stock mix drawn from women-led U.S. companies. It picks the 10 with the biggest recent moves, then gives more weight to the calmer ones to balance risk. Broad exposure across tech, healthcare, utilities, retail, energy, and more.
Out-of-sample, this weekly-rebalanced, women-led stock mix delivers higher upside and better risk-adjusted returns than the S&P: about 28% annual vs 16%, Sharpe ~1.19, Calmar ~1.12. Expect higher drawdowns in downturns.
https://research.com/careers/female-ceos-of-the-sp-500
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $130k | 2026-10-19 | |
| Backtest regulatory fees | $96 | 2026-10-19 | |
| Backtest slippage cost | $732 | 2026-10-19 |
| AI categories (Composer) | equities, multi-sector, risk-managed, volatility targeting, weekly rebalance, women-led companies | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | weekly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACN", "AMD", "ANET", "BBY", "CLX", "CMS", "DKS", "DUK", "ELV", "GM", "NOC", "ORCL", "OXY", "POR", "TPR", "ULTA", "UPS", "VRTX", "VTR" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.15 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,838 | 2026-10-19 | |
| Out-of-sample length | 473 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.61% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1205% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.90% | ||
| Return, trailing 1 day (out-of-sample) | -0.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.47% | ||
| Return, trailing 1 week (out-of-sample) | -0.11% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.66% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.65% | ||
| SPY annualized return over the backtest window (backtest) | 14.13% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | ||
| Maximum drawdown, backtest period (backtest) | -46.77% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.36% | ||
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | ||
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.88% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.31% |
| Annualized turnover, backtest period (backtest) | 8.39 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.85 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.33% | 2026-10-19 |
Interactive Advisors
Interactive Advisors
