Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical China sleeve that flips between 3x long (YINN) and 3x short (YANG) based on: extreme oversold signals in FXI, China’s trend, and whether bonds or stocks are showing more strength. Keeps a small cash buffer. Roughly a 25% sleeve.
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 ()
2 of 8 funds in its are : 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.
Each day it decides whether to bet for or against big Chinese stocks using 3x ETFs (YINN/YANG).<br>1) If China (FXI) looks very “washed out” (RSI < 30), go long (YINN).<br>2) Otherwise, use simple trends (50/200‑day) and a bonds‑vs‑stocks strength check to pick long (YINN) or short (YANG). A small slice stays in cash.
A daily, tactical China sleeve that flips between 3x long (YINN) and 3x short (YANG) based on: extreme oversold signals in FXI, China’s trend, and whether bonds or stocks are showing more strength. Keeps a small cash buffer. Roughly a 25% sleeve.
Out-of-sample edge: Sharpe 1.27 vs SPY 1.11; Calmar 1.71; ~98% annualized return vs ~18% for SPY. This China sleeve delivers stronger risk-adjusted upside, but with larger drawdowns (~57% vs ~19%). Diversify with broader allocations.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2B | 2026-10-11 | |
| Backtest regulatory fees | $3.7M | 2026-10-11 | |
| Backtest slippage cost | $35.4M | 2026-10-11 |
| AI categories (Composer) | china, daily rebalance, leveraged etfs, long/short, mean reversion, momentum, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FXI", "IEI", "IGIB", "IWM", "SHV", "SPY", "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) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 |
| Remixes (copies) | 106 | 2026-10-11 | |
| Watchers | 45 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,050 | 2026-10-11 | |
| Out-of-sample length | 505 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 119.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 31747k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 98.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 294.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 73.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 73.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -80.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 76.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
