Composer · investment strategy
by Composer Technologies · via Composer
Tactical emerging‑markets strategy using trend (moving averages) and “hot/washed‑out” signals (RSI) to rotate among EM stocks (broad, strongest countries, ex‑China), a small leveraged sleeve, inverse EM, and bonds. Uses 3x funds; high risk; 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.
7 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%)
6 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 21% · 2026-10-11 ()
31.4% 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 25 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 Aggressive risk 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 it checks trend in emerging markets (EEM): 8‑day avg above 200‑day = uptrend. In uptrends: if EM are “too hot” (EDC’s RSI>80) it switches to the bear fund (EDZ); else it holds the 4 strongest EM country ETFs plus slices of leveraged EM (EDC) and EM ex‑China (EMXC). In downtrends: if “washed out” (EDC’s RSI<26) it buys EDC; else it holds BSV, VWOB, or EDZ based on EDC vs its 90‑day avg. RSI (0–100) = speed of recent moves; moving averages smooth price.
Tactical emerging‑markets strategy using trend (moving averages) and “hot/washed‑out” signals (RSI) to rotate among EM stocks (broad, strongest countries, ex‑China), a small leveraged sleeve, inverse EM, and bonds. Uses 3x funds; high risk; rebalanced daily.
Out-of-sample: ~28.5% annualized return vs SPY ~22.2%, Calmar ~0.97. An EM-rotation strategy combining trend, momentum, and hedges (bonds, inverse/levered sleeves) to deliver stronger upside with competitive risk-adjusted performance—albeit with higher drawdowns in crises.
Backtest to July 26th 2017. Original Concept by OtterlyFoolish | V2 by DereckNielsen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $746k | 2026-10-11 | |
| Backtest regulatory fees | $1,293 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | bonds, daily rebalance, emerging markets, leveraged/inverse etfs, mean reversion, momentum, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 49 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "ECH", "EDC", "EDZ", "EEM", "EIDO", "EMXC", "EPHE", "EPOL", "EPU", "EWM", "EWT", "EWW", "EWY", "EWZ", "EZA", "ILF", "INDA", "KSA", "MCHI", "QAT", "THD", "TUR", "UAE", "VWOB" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,318 | 2026-10-11 | |
| Out-of-sample length | 716 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7358% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
