Composer · investment strategy
by Composer Technologies · via Composer
A tactical, high‑octane EM plan: flee to short‑term Treasuries when volatility is persistently high; otherwise, pivot on the US dollar—buy a single leveraged EM bull ETF when the dollar weakens, or buy EM bear/long‑USD when it strengthens.
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)
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 ()
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 ()
5 of 9 funds in its are : BRZU, EDC, EDZ, INDL, KORU
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.
- If market fear (VIXY, a volatility ETF) stays high—its 97‑day RSI (a 0–100 speed gauge) > 54—move to SHY (short‑term Treasuries).<br>- Else read the US dollar (UUP). If the 15‑day avg is below the 200‑day (dollar weakening), buy one leveraged emerging‑market stock ETF (EDC, KORU, INDL, or BRZU), picking the lowest 5‑day RSI (most beaten‑down).<br>- If the dollar is strong, buy the more beaten‑down of EDZ (short EM) or USDU (long USD).
A tactical, high‑octane EM plan: flee to short‑term Treasuries when volatility is persistently high; otherwise, pivot on the US dollar—buy a single leveraged EM bull ETF when the dollar weakens, or buy EM bear/long‑USD when it strengthens.
Out-of-sample, this tactical EM strategy targets 24.34% annualized returns vs 22.50% for the S&P, with built-in crash protection and USD regime switching to capture EM upside when the dollar weakens. Note higher drawdowns (~59%).
Backtest start: 2013-12-31
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.5M | 2026-10-11 | |
| Backtest regulatory fees | $41k | 2026-10-11 | |
| Backtest slippage cost | $353k | 2026-10-11 |
| AI categories (Composer) | crash protection, dollar trend, emerging markets, leveraged etfs, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BRZU", "EDC", "EDZ", "INDL", "KORU", "SHY", "USDU", "UUP", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.30 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,215 | 2026-10-11 | |
| Out-of-sample length | 998 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 84k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 137.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -3.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.58% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -17.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -17.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
