Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical EM strategy that flips between EEM and its inverse (EUM) using EEM’s long‑term trend and cross‑asset momentum (RSI) of bonds vs US stocks. Keeps ~10% in cash; rebalances every day.
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.
0.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 33% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 7 funds in its are : EUM
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 International equities label, from other sources first, strongest risk-adjusted return first.
Collective2
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 chooses between EEM (emerging‑market stocks) and EUM (the inverse of EEM). It checks: 1) Trend—Is EEM above its 200‑day average price? 2) Momentum—RSI, a 0–100 score of recent up vs down days, comparing safer bonds (IEI, IGIB) to US stocks (SPY, IWM) and EEM. It also uses BIL (T‑bills) vs its 50‑day average as a stress flag. If risk looks healthy it buys EEM; if not, EUM. ~90% invested, ~10% cash.
Daily, tactical EM strategy that flips between EEM and its inverse (EUM) using EEM’s long‑term trend and cross‑asset momentum (RSI) of bonds vs US stocks. Keeps ~10% in cash; rebalances every day.
Out-of-sample edge: 31.27% annualized return vs SPY 19.29%, Sharpe 1.35 vs 1.17, beta ~0.04 for diversification, Calmar 1.52. A daily EM-tactical strategy with risk controls aims for higher, steadier gains than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $8,808 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, emerging markets, relative strength, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 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", "EEM", "EUM", "IEI", "IGIB", "IWM", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,763 | 2026-10-11 | |
| Out-of-sample length | 527 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.71% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
