Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical EM strategy: follow EEM’s trend, buy the 3x bull on sharp dips, the 3x bear on short spikes, otherwise hold EEM; in downtrends rotate to Treasuries (TLT, IEF) and gold (GLD). Uses a 2‑day 0–100 “stretch” score.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
2 of 6 funds in its are : EDC, EDZ
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.
Each day it checks if EEM (emerging‑market stocks) is above its 100‑day average.<br>Uptrend: buy EDC (3x bull EM) if a 2‑day 0–100 “heat” score is extremely low (oversold), buy EDZ (3x bear) if that score is extremely high (overbought), else hold EEM.<br>Downtrend: if that score is extremely high buy EDZ; otherwise split into Treasuries (TLT, IEF) and gold (GLD), favoring the steadier ones.
Daily, tactical EM strategy: follow EEM’s trend, buy the 3x bull on sharp dips, the 3x bear on short spikes, otherwise hold EEM; in downtrends rotate to Treasuries (TLT, IEF) and gold (GLD). Uses a 2‑day 0–100 “stretch” score.
Out-of-sample EM strategy: ~22.4% annualized return, Sharpe ~1.09, max drawdown ~14.2%, beating SPY’s ~17.6% return and ~18.8% drawdown. Higher risk-adjusted gains with disciplined, defensive EM exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $64k | 2026-10-19 | |
| Backtest regulatory fees | $284 | 2026-10-19 | |
| Backtest slippage cost | $1,930 | 2026-10-19 |
| AI categories (Composer) | bonds & gold hedge, daily rebalanced, emerging markets, leveraged etfs, tactical allocation, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 21 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "EDC", "EDZ", "EEM", "GLD", "IEF", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,483 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 535.01% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.49% | ||
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.04% | ||
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.05% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.31% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.77% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.23% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | ||
| Maximum drawdown, backtest period (backtest) | -30.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.23% | ||
| Sharpe ratio, backtest period (backtest) | 0.67 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | ||
| Sortino ratio, backtest period (backtest) | 1.02 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.72% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.53% |
| Annualized turnover, backtest period (backtest) | 17.92 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.34 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.35% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.89% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
