Composer · investment strategy
by Composer Technologies · via Composer
A two-sleeve, momentum-based rotation. Each half compares a region’s 30-day performance to the global market (ACWI). If stronger, it buys the region; otherwise it holds ACWI. As coded, both halves can end up in EEM, not IDEV.
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.
1 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.
3.3% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 75% · 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 3 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.
The portfolio is split into two equal halves. Each half checks how a region did over the last 30 days versus the world market (ACWI). If the region is stronger, that half buys the region; otherwise it holds ACWI.<br>Tickers: EEM = emerging markets stocks; IDEV = developed markets outside the U.S.; ACWI = total world stocks.<br>Note: The “Developed” half uses IDEV as a signal but currently buys EEM when strong (likely a typo).
A two-sleeve, momentum-based rotation. Each half compares a region’s 30-day performance to the global market (ACWI). If stronger, it buys the region; otherwise it holds ACWI. As coded, both halves can end up in EEM, not IDEV.
Out-of-sample edge: ~19.33% annualized return vs SPY ~17.25%, Sharpe ~1.05 vs ~1.04, max drawdown ~16.18% vs 18.76%, Calmar ~1.19. More upside with controlled downside vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25k | 2026-10-19 | |
| Backtest regulatory fees | $87 | 2026-10-19 | |
| Backtest slippage cost | $656 | 2026-10-19 |
| AI categories (Composer) | acwi, developed ex-us, eem, emerging markets, global equities, idev, momentum rotation, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.75 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACWI", "EEM", "IDEV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,376 | 2026-10-19 | |
| Out-of-sample length | 501 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.26% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 151.31% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.59% | ||
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.93% | ||
| Return, trailing 1 week (out-of-sample) | -1.56% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.89% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.91% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.37% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.63% | ||
| SPY annualized return over the backtest window (backtest) | 14.90% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.30 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | ||
| Maximum drawdown, backtest period (backtest) | -34.08% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.18% | ||
| Sharpe ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.64% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.44% |
| Annualized turnover, backtest period (backtest) | 23.17 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.55 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.09% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.69% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
