Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑risk, tactical EM strategy that flips among 3x long EM (EDC), 3x short EM (EDZ), or T‑Bills (BIL). Uses a volatility kill‑switch, an inflation‑trend gate, EM trend, and simple cross‑asset momentum “heat” checks to decide. Usually ~90% in EDC/EDZ.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-11 ()
100.0% 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% · 2026-10-11 ()
2 of 10 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 Macro signals 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.
Daily. If volatility runs hot (VIXM RSI>70), park in BIL (T‑Bills). If not, and inflation is trending up (RINF>50‑day avg), first: if EM is very oversold (EEM RSI<30) go long EDC (3x EM). Else use trend (EEM>200‑day) and simple “heat” checks (RSI) vs Treasuries (IEI) and small‑caps (IWM) to pick 3x long (EDC) or 3x short (EDZ), usually 90% invested. If no inflation uptrend, compare corporate bonds (CORP) vs S&P 500 (SPY). RSI=recent speed; moving average=trend line.
A daily, high‑risk, tactical EM strategy that flips among 3x long EM (EDC), 3x short EM (EDZ), or T‑Bills (BIL). Uses a volatility kill‑switch, an inflation‑trend gate, EM trend, and simple cross‑asset momentum “heat” checks to decide. Usually ~90% in EDC/EDZ.
An adaptive EM strategy flipping 3x long/short EM and Treasuries, with volatility and inflation filters. Out-of-sample: ~49% annualized return vs ~18% S&P; Sharpe ~0.95. Higher upside, but higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3B | 2026-10-11 | |
| Backtest regulatory fees | $2.7M | 2026-10-11 | |
| Backtest slippage cost | $25.6M | 2026-10-11 |
| AI categories (Composer) | emerging markets, inflation regime, leveraged etfs, long/short, momentum/rsi, tactical allocation, trend filters, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "EDC", "EDZ", "EEM", "IEI", "IWM", "RINF", "SPY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 |
| Remixes (copies) | 115 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,657 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 124.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12912k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 36.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
