Composer · investment strategy
by Composer Technologies · via Composer
A 15% emerging‑markets sleeve that uses two VWO trend checks. When a check is positive, it rotates into the two best‑performing EM ETFs; when not, it holds broad EM (EEM). Daily rebalanced, long‑only EM exposure.
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.
0.5% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 30% · 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 ()
0 of 5 funds in its are
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.
Allocates 15% of the portfolio to emerging‑market stocks. Each day it checks if a broad EM fund (VWO) is trending up by comparing recent price to a longer‑term average (25 vs 100 days, and 50 vs 200). For each test that’s positive, half of this sleeve buys the two EM ETFs with the best 1‑week performance (from VWO, EMXC ex‑China, SCHE, EEM, IEMG). If a test is negative, that half holds broad EM via EEM.
A 15% emerging‑markets sleeve that uses two VWO trend checks. When a check is positive, it rotates into the two best‑performing EM ETFs; when not, it holds broad EM (EEM). Daily rebalanced, long‑only EM exposure.
Out-of-sample EM trend sleeve: lower beta (~0.85), smaller max drawdown (~17.9% vs ~18.8% for S&P), and solid risk-adjusted return (Calmar ~0.95). Provides diversification and EM upside via controlled daily rotation.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-11 | |
| Backtest regulatory fees | $165 | 2026-10-11 | |
| Backtest slippage cost | $996 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, emerging markets, etf rotation, long-only equities, momentum, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EEM", "EMXC", "IEMG", "SCHE", "VWO" ] | 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) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,313 | 2026-10-11 | |
| Out-of-sample length | 824 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 3.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 40.76% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.01% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
