Composer · investment strategy
by Composer Technologies · via Composer
Own the recent regional winner. It looks at the past 30 trading days of Latin America (ILF) vs Europe (IEUR) and puts 100% into whichever did better, switching when leadership changes.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Each check, it compares the last ~30 trading days of performance. If iShares Latin America 40 (ILF)—big Latin American companies—beat iShares Core MSCI Europe (IEUR)—a broad Europe stock basket—it owns ILF; otherwise IEUR. 100% goes to the winner, switching when leadership flips. ILF leans to Brazil/Mexico and sectors like financials, materials, energy; IEUR spreads across major European markets and sectors.
Own the recent regional winner. It looks at the past 30 trading days of Latin America (ILF) vs Europe (IEUR) and puts 100% into whichever did better, switching when leadership changes.
Two-region momentum (LatAm vs Europe). In 720 trading days of OOS testing, it posted lower max drawdown (16.6% vs 18.8% for the S&P) and solid risk-adjusted returns (Calmar ~0.78, Sharpe ~0.69), offering diversification and downside control.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | equities, etfs, momentum, regional rotation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.87% | ||
| Return, trailing 1 month (out-of-sample) | 5.50% | ||
| Return, trailing 1 year (out-of-sample) | 22.76% | ||
| Return, trailing 3 months (out-of-sample) | 4.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.65% |
Composer Technologies · Composer
Composer Technologies · Composer
