A community-sourced database of thousands of Composer.trade symphonies, not just the curated strategies.
Annualized Rate of Return (ARR): if you invested money in this strategy, how much bigger does it get in a typical year, as a percentage. ARR of 20% means $100 becomes $120 after a year, on average, every year.
Cumulative Return: the total growth over the entire backtest from day one to now, expressed as one big multiplier rather than a yearly rate. A cumulative return of 4,000% means $100 grew into $4,100 across the strategy's whole history.
Trailing One-Year Return: what actually happened to your money over the most recent 12 months, a real recorded result rather than a long-run average.
Trailing Three-Month Return: what actually happened to your money over the most recent 3 months, a real recorded result rather than a long-run average.
Trailing One-Month Return: what actually happened to your money over the most recent single month, a real recorded result rather than a long-run average.
Trailing Two-Week Return: what actually happened to your money over the most recent two weeks, a real recorded result rather than a long-run average.
Trailing One-Week Return: what actually happened to your money over the most recent week, a real recorded result rather than a long-run average.
Trailing One-Day Return: what actually happened to your money on the most recent single trading day.
Min: the single worst period (e.g. the worst month) this strategy has ever recorded.
Mean: add up every period's return and divide by how many periods there are, a plain, unweighted average.
Median: line up every period's return from worst to best; this is the value sitting exactly in the middle.
Max: the single best period (e.g. the best month) this strategy has ever recorded.
Max Drawdown: the biggest drop from a peak to a bottom before the strategy recovered, its single worst "ouch" moment. -30% means at some point your money shrank 30% from its highest point.
Standard Deviation: how much the returns swing around on average, a measure of choppiness. A high number means a wild rollercoaster of ups and downs; a low number means smooth, predictable moves.
Skewness: whether the strategy's good days tend to be bigger than its bad days, or the other way around, a measure of how lopsided the wins and losses are.
Kurtosis: how likely rare, extreme swings are on any given day, versus everything staying close to typical. A high value warns that things are usually calm but occasionally shock hard in either direction.
Tail Ratio: compares the size of the strategy's rare best days against the size of its rare worst days.
Sharpe Ratio: divide the strategy's return by how much its returns bounce around, measuring how much reward you got for the total bumpiness of the ride. A higher number means a smoother path to the same or better payoff.
Calmar Ratio: divide the strategy's yearly return by its worst-ever drop, measuring whether the payoff is big enough to justify the deepest pain it put you through. A strategy earning 50%/year with a 25% worst-ever drop scores a Calmar of 2.
Sortino Ratio: divide the strategy's return by how much its returns bounce around only on the downside, ignoring any bounciness that came from winning big. Rewards a strategy that stays calm while losing and only gets wild while winning.
Win Rate: out of every day the strategy was active, the percentage that ended up profitable.
Top One Day Contribution: how much of the strategy's entire return came from just its single best trading day. A large number means the overall success leans heavily on one lucky moment.
Top Five Percent Day Contribution: how much of the strategy's entire return came from just its best 5% of trading days added together. A large number means a small slice of unusually good days is doing most of the work.
Top Ten Percent Day Contribution: how much of the strategy's entire return came from just its best 10% of trading days added together. A large number means a modest slice of standout days is carrying most of the performance.
Herfindahl Index: measures how concentrated the portfolio is in one or two holdings versus spread evenly across many. A higher number means more money riding on fewer assets.
Annualized Turnover: how often the strategy buys and sells positions over the course of a year. A higher number means more frequent trading, which tends to add more fees and tax drag.
Total Costs: the actual dollar amount lost to trading fees, slippage, and related costs over the backtest.
Currently Holding (Ticker): matches a strategy only if it held that ticker with a position above zero on the last market day of its backtest, as of that row's refresh date. This is a snapshot, not a list of everything the strategy can hold. A rotation strategy that was sitting in BIL on the day it was measured will not match a search for TQQQ, even when TQQQ is the position it exists to take. Use it to find what is held right now.
All Tickers (Held or Not): matches a strategy if that ticker appears anywhere in its holdings record, including at a zero position. A zero means the strategy can hold the ticker and simply was not holding it that day, so this is the field that answers "which strategies trade TQQQ". It covers assets the strategy can hold, not tickers it only reads. A strategy that checks QQQ's RSI to decide whether to buy TQQQ will match TQQQ and not QQQ, because QQQ is a signal it never owns.
Backtest Days: the number of trading days the strategy has actual history for. A larger number of days is stronger evidence, the same way flipping a coin 1,000 times tells you more than flipping it 10 times.
OOS Days: the number of days since the strategy's rules were last edited. A large number means it has run untouched for a long stretch, so its recent results reflect real performance rather than rules that were just tweaked to fit the recent past.