Composer · investment strategy
by Composer Technologies · via Composer
A tactical Emerging Markets strategy that sets risk by SPY’s 200‑day trend, buys oversold EM bounces, and flips bull/bear by a short‑term bonds‑vs‑stocks “heat” check. Uses 3x long/short in risk‑on, ~1x in risk‑off, with a T‑bill buffer; rebalanced daily.
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.
Tickers: SPY=S&P 500; EEM=Emerging Mkts; EDC=3x long EM; EDZ=3x short EM; IWM=small‑caps; IEI=3–7Y Treas.; IGIB=corp bonds; BIL/SHV=T‑bills. RSI=0–100 “heat” score.<br>• SPY above 200‑day? Use 3x; else 1x/−1x.<br>• If EEM very oversold (RSI<25): 68% EDC + 32% T‑bills.<br>• Else choose bull/bear by which is hotter now: bonds (IEI/IGIB) vs stocks (IWM/SPY/EEM). Bonds>stocks → bearish (EDZ/EUM); else bullish (EDC/EEM). Holds some T‑bills. EM sectors: tech, financials, consumer, materials/energy.
A tactical Emerging Markets strategy that sets risk by SPY’s 200‑day trend, buys oversold EM bounces, and flips bull/bear by a short‑term bonds‑vs‑stocks “heat” check. Uses 3x long/short in risk‑on, ~1x in risk‑off, with a T‑bill buffer; rebalanced daily.
Out-of-sample edge: a tactical EM strategy offering higher risk-adjusted returns than the S&P—about 75% annualized OOS vs 28% SPY, Sharpe ~1.21, Calmar ~1.41—with a built-in bond/cash buffer and daily rebalancing. Beware higher tail risk in storms.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6B | 2026-10-11 | |
| Backtest regulatory fees | $2.6M | 2026-10-11 | |
| Backtest slippage cost | $25.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, emerging markets, leveraged etfs, risk-on/risk-off, tactical allocation, trend & momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 96 | 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", "SHV", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.26 | 2026-10-11 |
| Remixes (copies) | 113 | 2026-10-11 | |
| Watchers | 55 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,479 | 2026-10-11 | |
| Out-of-sample length | 363 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 95.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15565k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 124.91% | 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) | 68.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.42% | 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) | 14.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
