Composer · investment strategy
by Composer Technologies · via Composer
A simple two‑ETF momentum switch: each day it compares past‑month returns of Latin America stocks (ILF) vs Asia‑Pacific developed stocks (IPAC) and holds 100% in the recent winner. Concentrated regional bet; can flip often; still full equity risk.
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 2026-10-19
: 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 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 27% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 2 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.
Each day it compares the last ~30 trading days of two ETFs and buys the recent winner: - ILF = big Latin American companies (mainly Brazil/Mexico; banks, oil, miners) - IPAC = Asia‑Pacific developed markets (mostly Japan/Australia; tech, industrials, finance) It invests 100% in the one with the higher recent return and switches when leadership changes.
A simple two‑ETF momentum switch: each day it compares past‑month returns of Latin America stocks (ILF) vs Asia‑Pacific developed stocks (IPAC) and holds 100% in the recent winner. Concentrated regional bet; can flip often; still full equity risk.
Two-ETF momentum rotation beats the S&P on out-of-sample data: 21.4% annualized return vs 17.2%, drawdown 15.1% vs 18.8%, Calmar ~1.42, beta ~0.76. Higher risk-adjusted upside from regional rotation and diversified core exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30k | 2026-10-19 | |
| Backtest regulatory fees | $97 | 2026-10-19 | |
| Backtest slippage cost | $692 | 2026-10-19 |
| AI categories (Composer) | asia-pacific, daily rebalance, equities, etfs, latin america, momentum, regional rotation, relative strength | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ILF", "IPAC" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,076 | 2026-10-19 | |
| Out-of-sample length | 499 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 9.51% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 203.32% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.24% | ||
| Return, trailing 1 day (out-of-sample) | 0.78% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.38% | ||
| Return, trailing 1 week (out-of-sample) | -1.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 31.91% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.80% | ||
| SPY annualized return over the backtest window (backtest) | 13.62% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, backtest period (backtest) | -37.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.05% | ||
| Sharpe ratio, backtest period (backtest) | 0.53 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | ||
| Sortino ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.72% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.89% |
| Annualized turnover, backtest period (backtest) | 18.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.75 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.70% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.11% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
