Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical emerging‑markets strategy that rotates among EEMV, EEM, or 3× bull/bear ETFs (EDC/EDZ) using trend, bond‑market risk cues (EMB vs BWZ), and a short‑term “overbought/oversold” score (RSI). Very high risk due to leverage.
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.
0.8% 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. : 17% · 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 ()
2 of 6 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.
Each day it picks ONE emerging‑markets fund, based on three checks:<br>1) Is EM stock trend down over ~50 days (EEM)?<br>2) Are EM bonds (EMB) beating safer short‑term foreign gov’t bonds (BWZ)?<br>3) A 10‑day “overbought/oversold” score (RSI: >70 hot, <30 washed‑out) on EEM and EMB.<br>It then chooses: defensive EM stocks (EEMV), regular EM stocks (EEM) if very oversold, or 3× bull (EDC) or 3× bear (EDZ) for extreme signals.
Daily, tactical emerging‑markets strategy that rotates among EEMV, EEM, or 3× bull/bear ETFs (EDC/EDZ) using trend, bond‑market risk cues (EMB vs BWZ), and a short‑term “overbought/oversold” score (RSI). Very high risk due to leverage.
Out-of-sample EM strategy: 31.13% annualized return vs SPY 21.78%, Calmar 1.61; drawdowns similar/slightly larger, but with stronger upside capture. Sharpe modestly below SPY; leverage/EM exposure targets higher long-run growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $3,054 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | bond risk filter, daily rebalance, emerging markets, high risk, leveraged/inverse etfs, rsi, tactical allocation, trend and momentum | 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[ "BWZ", "EDC", "EDZ", "EEM", "EEMV", "EMB" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,763 | 2026-10-11 | |
| Out-of-sample length | 693 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
