Composer · investment strategy
by Composer Technologies · via Composer
Rules-based Japan market timer. Rides uptrends (often with a 2x Japan ETF), sits in T‑bills when things get too hot or too weak, and occasionally buys extreme dips. Focus: Japanese equities; safety: very short-term US Treasuries.
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 ()
1 of 4 funds in its are : EZJ
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 Leveraged ETFs 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 toggles between Japan stocks and cash. JPXN (broad Japan) sets the trend: above its 200‑day average = risk‑on; below = risk‑off. RSI(10) is a 0–100 “heat” gauge (high=hot, low=washed‑out) to avoid buying when too hot and to buy extreme dips. In uptrends it holds EZJ (2x Japan) unless RSI>79, then T‑bills (BIL). In downtrends it buys EZJ if RSI<31; else it prefers JPXN unless short‑term is too hot (then BIL). If short‑term is down, a quirky check (SHY’s RSI vs JPXN’s) picks JPXN or BIL.
Rules-based Japan market timer. Rides uptrends (often with a 2x Japan ETF), sits in T‑bills when things get too hot or too weak, and occasionally buys extreme dips. Focus: Japanese equities; safety: very short-term US Treasuries.
Out-of-sample annualized return: 24.8% vs S&P 21.1%. Calmar ~0.76 signals solid risk‑adjusted gains despite higher drawdowns. A rules‑based Japan focus uses trend/timing and cash safety (BIL) for higher upside with defined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $51k | 2026-10-11 | |
| Backtest regulatory fees | $203 | 2026-10-11 | |
| Backtest slippage cost | $1,534 | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, japan equities, leveraged etf, momentum, moving-average filter, rsi timing, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 27 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "EZJ", "JPXN", "SHY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,353 | 2026-10-11 | |
| Out-of-sample length | 687 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 9.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 411.93% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.09% | 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) | 42.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.47% | 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) | 15.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
