Composer · investment strategy
by Composer Technologies · via Composer
A simple contrarian switch between Asia‑Pacific (IPAC) and Europe (IEUR): compare last 30‑day returns and invest 100% in the recent underperformer, aiming to profit from a rebound.
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.
2 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.
3.7% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 29% · 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 2 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 International equities 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 compares the last ~30 trading days of performance for two broad stock funds: IPAC (Asia‑Pacific: Japan, Australia, etc.) and IEUR (Europe: UK, France, Germany, Switzerland). It puts 100% into whichever did worse, expecting a rebound. Both hold many sectors (financials, industrials, consumer, health care). Chosen as low‑cost, broad “core” region funds.
A simple contrarian switch between Asia‑Pacific (IPAC) and Europe (IEUR): compare last 30‑day returns and invest 100% in the recent underperformer, aiming to profit from a rebound.
Contrarian rotation between APAC and Europe: buy the laggard after ~30 days. Out-of-sample: 18.39% annualized return vs 17.19% (S&P); drawdown 13.42% vs 18.76%; Sharpe 1.08 vs 1.04; beta 0.77. Higher risk-adjusted growth with lower downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34k | 2026-10-19 | |
| Backtest regulatory fees | $140 | 2026-10-19 | |
| Backtest slippage cost | $1,087 | 2026-10-19 |
| AI categories (Composer) | apac vs europe, developed markets, equities, mean reversion, regional rotation, single-etf at a time | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "IEUR", "IPAC" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,076 | 2026-10-19 | |
| Out-of-sample length | 499 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 236.62% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.23% | ||
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.18% | ||
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.17% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.09% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.07% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.50% | ||
| SPY annualized return over the backtest window (backtest) | 13.62% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.29 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | ||
| Maximum drawdown, backtest period (backtest) | -35.60% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.42% | ||
| Sharpe ratio, backtest period (backtest) | 0.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Sortino ratio, backtest period (backtest) | 0.91 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.98% |
| Annualized turnover, backtest period (backtest) | 25.07 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.71% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
