Composer · investment strategy
by Composer Technologies · via Composer
Rapid, rules‑based swings between 3x bull/bear China (YINN/YANG) and emerging‑markets funds (EDC/EDZ), with an EEM fallback. It reacts to extreme China moves (FXI), the US‑dollar trend (UUP), RSI “heat,” and simple trend filters.
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.
3 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%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
4 of 7 funds in its are : EDC, EDZ, YANG, YINN
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.
Switches among leveraged China (YINN=+3x, YANG=−3x) and emerging‑markets funds (EDC=+3x, EDZ=−3x). Sometimes holds EEM (plain EM).<br>RSI: a 0–100 heat gauge of recent moves (70=hot; 30=cold). MAs: short vs long trend lines.<br>If China (FXI) moved >+10% or <−10% in 5 days, it plays a snap‑back, using today’s move to pick bull/bear.<br>Else: if the US dollar (UUP) is strong, RSI decides; if weak, it needs YINN in an uptrend (9d>90d) or it parks in EEM. Two picks split 50/50.
Rapid, rules‑based swings between 3x bull/bear China (YINN/YANG) and emerging‑markets funds (EDC/EDZ), with an EEM fallback. It reacts to extreme China moves (FXI), the US‑dollar trend (UUP), RSI “heat,” and simple trend filters.
Out-of-sample: ~53.5% annualized return vs SPY ~19.5%, with Calmar ~1.06 and alpha ~0.78%. Negative beta offers diversification; higher drawdowns exist, but the risk-adjusted upside historically beats the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.1M | 2026-10-11 | |
| Backtest regulatory fees | $4,802 | 2026-10-11 | |
| Backtest slippage cost | $40k | 2026-10-11 |
| AI categories (Composer) | china, emerging markets, leveraged etfs, macro (usd), mean reversion, momentum, swing trading, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 56 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.55 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EDC", "EDZ", "EEM", "FXI", "UUP", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-11 |
| Remixes (copies) | 264 | 2026-10-11 | |
| Watchers | 98 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,961 | 2026-10-11 | |
| Out-of-sample length | 526 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 41k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -5.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -15.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -15.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
