Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy for Japan: uses a long‑term trend check and short‑term “heat/cold” scores to switch among 2x long Japan (EZJ), 2x short Japan (EWV), US Treasuries (TLT), yen (FXY), cash‑like T‑Bills (BIL), and a volatility hedge (UVXY).
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 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 70% · 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 ()
3 of 7 funds in its are : EWV, EZJ, UVXY
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.
It’s a daily, Japan‑focused switcher. - Step 1 (trend test): Is Japan (EWJ) above its 200‑day average price? If yes, it holds a 2x Japan fund (EZJ). If Japan looks extremely “hot” short‑term (high 10‑day RSI = a heat score of recent ups vs downs), it briefly uses a volatility hedge (UVXY). - If no uptrend, it turns defensive. When stress rises (volatility’s heat score is high), about 15% parks in T‑Bills (BIL). Otherwise it picks the strongest of: 2x short Japan (EWV), long US Treasuries (TLT), or long yen (FXY). Rebalanced daily.
A daily tactical strategy for Japan: uses a long‑term trend check and short‑term “heat/cold” scores to switch among 2x long Japan (EZJ), 2x short Japan (EWV), US Treasuries (TLT), yen (FXY), cash‑like T‑Bills (BIL), and a volatility hedge (UVXY).
Out-of-sample, this Japan-focused strategy delivers ~69.6% annualized return with a 2.67 Calmar and ~1.44 Sharpe—comparable risk-adjusted to the S&P, but with higher upside and a disciplined risk framework (hedges, cash sleeve), despite larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $223k | 2026-10-11 | |
| Backtest regulatory fees | $371 | 2026-10-11 | |
| Backtest slippage cost | $2,917 | 2026-10-11 |
| AI categories (Composer) | bonds, currencies, japan equities, leveraged etfs, tactical allocation, trend + momentum, volatility overlay | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 62 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EWJ", "EWV", "EZJ", "FXY", "TLT", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,754 | 2026-10-11 | |
| Out-of-sample length | 248 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2128% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 61.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
