Composer · investment strategy
by Composer Technologies · via Composer
All-in, daily 'yesterday’s winner' strategy across Apple, Microsoft, Alphabet (Google), Amazon, Tesla, Nvidia, the S&P 500 (SPY), and a 3x S&P fund (SPXL). It never shifts to cash/T-bills due to unrealistic triggers. Very concentrated and volatile.
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.
9 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.
0.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
12.6% 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 ()
1 of 9 funds in its are : SPXL
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 Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Every day it ranks 8 choices: SPY (tracks the S&P 500), SPXL (targets 3x the S&P’s daily move), and six giant growth stocks—Apple, Microsoft, Alphabet/Google, Amazon, Tesla, Nvidia. It buys only the one that rose the most yesterday and holds it for a day, then repeats. The 'Buy 100 / Sell 99' checks are set so high they never trigger, so the cash/T-bill fallback (BIL) is effectively unused. Exposure skews to tech.
All-in, daily 'yesterday’s winner' strategy across Apple, Microsoft, Alphabet (Google), Amazon, Tesla, Nvidia, the S&P 500 (SPY), and a 3x S&P fund (SPXL). It never shifts to cash/T-bills due to unrealistic triggers. Very concentrated and volatile.
Out-of-sample annualized return ≈30.7% vs SPY ≈19.1%, with solid risk-adjusted metrics (Sharpe ≈1.09, Calmar ≈1.21). Higher drawdowns (≈25% vs ≈17%) accompany a momentum-driven mega-cap focus and greater upside than the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-19 | |
| Backtest regulatory fees | $244 | 2026-10-19 | |
| Backtest slippage cost | $1,208 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, high risk, high turnover, leveraged etf, mega-cap growth, momentum, s&p 500, single-winner | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 24 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "GOOGL", "MSFT", "NVDA", "SPXL", "SPY", "TSLA" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,100 | 2026-10-19 | |
| Out-of-sample length | 415 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.99% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.55% | ||
| Return, trailing 1 day (out-of-sample) | -1.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.23% | ||
| Return, trailing 1 week (out-of-sample) | -1.86% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.96% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.45% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.09% | ||
| SPY annualized return over the backtest window (backtest) | 15.12% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Maximum drawdown, backtest period (backtest) | -45.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.34% | ||
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | ||
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.18% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
