Composer · investment strategy
by Composer Technologies · via Composer
Own whichever has outperformed over the past 30 days: Latin America stocks (ILF) or US large caps (SPY). All-in on one ETF, switching when recent leadership flips. Simple momentum-based regional rotation with different sector and currency exposures.
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.
It compares the last 30 days of performance for two funds:<br>- ILF: iShares Latin America 40 (big companies in Brazil, Mexico, etc.; heavy in banks, energy, materials).<br>- SPY: S&P 500 (large US companies; tech‑heavy).<br>If ILF did better, hold ILF 100%. Otherwise hold SPY 100%. Switch when the leader changes.
Own whichever has outperformed over the past 30 days: Latin America stocks (ILF) or US large caps (SPY). All-in on one ETF, switching when recent leadership flips. Simple momentum-based regional rotation with different sector and currency exposures.
Out-of-sample edge: higher risk-adjusted returns. A simple 100% SPY/ILF momentum switch delivers 28.4% annualized vs 17.2%, Sharpe 1.37 vs 1.04, and 14.1% drawdown vs 18.8%, with Calmar ~2.01.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $455k | 2026-10-19 | |
| Backtest regulatory fees | $1,262 | 2026-10-19 | |
| Backtest slippage cost | $9,833 | 2026-10-19 |
| AI categories (Composer) | equities, regional equity rotation, relative momentum, tactical allocation, trend-following, us vs latin america | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ILF", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,253 | 2026-10-19 | |
| Out-of-sample length | 499 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.63% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4449% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.30% | ||
| Return, trailing 1 day (out-of-sample) | 0.78% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.86% | ||
| Return, trailing 1 week (out-of-sample) | -1.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.27% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.81% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.56% | ||
| SPY annualized return over the backtest window (backtest) | 9.94% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.01 | ||
| Maximum drawdown, backtest period (backtest) | -50.46% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.11% | ||
| Sharpe ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | ||
| Sortino ratio, backtest period (backtest) | 1.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.40% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.75% |
| Annualized turnover, backtest period (backtest) | 17.41 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.71% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
