Composer · investment strategy
by Composer Technologies · via Composer
Tactical EM strategy that flips between bullish and bearish ETFs, sizes leverage by the S&P 500 trend, fades overheated/oversold moves with RSI, and uses bonds‑vs‑stocks strength to choose direction; holds T‑bills when dialing risk down.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
2 of 7 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.
Trades emerging‑markets stocks (EEM) using three checks:<br>1) Trend: If SPY is above its 200‑day average, it permits 3× funds; below, it dials risk down.<br>2) Short‑term heat via RSI (a 0–100 gauge of recent speed): RSI>80 = bearish EDZ+cash; RSI<25 = bullish EDC+cash.<br>3) Otherwise, compare bond vs stock strength (RSI of IEI vs IWM/EEM) to pick bull (EDC/EEM) or bear (EDZ or ~−1× via 1/3 EDZ+cash). BIL=T‑bills. Rebalanced daily.
Tactical EM strategy that flips between bullish and bearish ETFs, sizes leverage by the S&P 500 trend, fades overheated/oversold moves with RSI, and uses bonds‑vs‑stocks strength to choose direction; holds T‑bills when dialing risk down.
Out-of-sample annualized return ~74% vs SPY ~28%; regime‑driven EM exposure with selective leverage and cash/bonds hedging. A signals‑driven, regime‑aware path to higher upside with risk controls vs the static S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $122.1M | 2026-10-11 | |
| Backtest regulatory fees | $202k | 2026-10-11 | |
| Backtest slippage cost | $1.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, emerging markets, leveraged etfs, mean reversion (rsi), risk management, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EDC", "EDZ", "EEM", "IEI", "IWM", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.28 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,479 | 2026-10-11 | |
| Out-of-sample length | 363 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1221k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 80.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 80.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 56.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
