Composer · investment strategy
by Composer Technologies · via Composer
All‑in bet on a 3×‑leveraged ETF tied to big Chinese stocks (FTSE China 50). Seeks triple the market’s daily moves; extremely volatile and path‑dependent, intended for short‑term trading, not buy‑and‑hold. No rebalancing.
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 2026-07-31)
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 ()
1 of 1 funds in its are : 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.
Always 100% in YINN—a fund that tries to deliver about 3× the DAILY move of the FTSE China 50 (big Chinese stocks in Hong Kong, e.g., Tencent, Alibaba, ICBC). No rebalancing.<br>Up 1% day ≈ +3%; down 1% day ≈ −3%. Because leverage resets each day, choppy markets can erode value; it’s mainly a short‑term trade.
All‑in bet on a 3×‑leveraged ETF tied to big Chinese stocks (FTSE China 50). Seeks triple the market’s daily moves; extremely volatile and path‑dependent, intended for short‑term trading, not buy‑and‑hold. No rebalancing.
Out-of-sample shows ~27.2% annualized return vs S&P ~20.6%, offering stronger upside from China big-cap rallies. Provides US diversification, but with high volatility and risk of deep drawdowns—intended as a tactical allocation.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $426 | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | 3x leveraged etf, china large-cap equities, high volatility, single-asset, tactical/short-term | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3 | 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[ "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,050 | 2026-10-11 | |
| Out-of-sample length | 682 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | -17.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | -95.74% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 6.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 9.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -49.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -49.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | -0.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -98.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
