Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based Emerging Markets strategy that flips between bullish and bearish positions (with some cash/T‑Bills) using trend, inflation, and momentum checks. It uses 3× funds in good backdrops and dials down to ~1× when conditions worsen.
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 2026-10-11
: 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 9 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.
This strategy makes directional bets on Emerging Markets (EM) stocks and sometimes parks money in T‑Bills.<br>1) Check if the US market (SPY) is in an uptrend. If yes, it allows bigger, 3× bets; if not, it dials exposure down to ~1×.<br>2) Check inflation expectations (RINF). If they’re rising, it uses a richer set of checks; if not, it simplifies.<br>3) If EM looks extremely hot (big recent run-up), it short-sells EM using an inverse fund and holds some T‑Bills. If EM looks washed out, it buys EM (again with some T‑Bills).<br>4) If EM isn’t extreme, it compares recent strength in bonds versus stocks. Based on that, it either goes long EM or short EM, with a small cash/T‑Bill buffer.<br>5) When the US trend is weak, it replaces the 3× funds with lower‑gear versions (regular EM or a ~‑1× inverse).
A daily, rule-based Emerging Markets strategy that flips between bullish and bearish positions (with some cash/T‑Bills) using trend, inflation, and momentum checks. It uses 3× funds in good backdrops and dials down to ~1× when conditions worsen.
Out-of-sample, this EM strategy targets much higher upside than the S&P (≈47% vs 23% annualized). With cash ballast and regime filters, it adjusts leverage to ride trends while modestly controlling risk—though extreme markets can produce large drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $498.1M | 2026-10-11 | |
| Backtest regulatory fees | $957k | 2026-10-11 | |
| Backtest slippage cost | $9.2M | 2026-10-11 |
| AI categories (Composer) | cross-asset signals, daily rebalance, leveraged/inverse etfs, risk-managed, tactical em timing, trend and mean-reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 108 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EDC", "EDZ", "EEM", "IEI", "IGIB", "IWM", "RINF", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -1.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.26 | 2026-10-11 |
| Remixes (copies) | 37 | 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 | 339 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4981k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.56% | 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) | 37.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 51.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -69.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
