Composer · investment strategy
by Composer Technologies · via Composer
Rotates through three modes: swing-trades China (YINN/YANG) after extreme moves; else buys Nasdaq dips with TQQQ unless it just bounced; when no dip, uses a refined HFEA mix (UPRO+TMF vs IEI/GLD/TIP/BSV). High risk, highly tactical.
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.
“when calm hold UPRO 55% (3x S&P 500) + TMF 45% (3x long Treasuries)”
“then sit in BSV (short bonds)”
“if stressed hold IEI/GLD/TIP/BSV”
“it plays mean reversion with 3x funds: YINN (bull) or YANG (bear)”
“If China’s large-cap ETF (FXI) moved a lot in 5 days (>+12% or <−12%), it plays mean reversion with 3x funds”
“unless TQQQ just jumped >5% today—then sit in BSV (short bonds)”
“if the Nasdaq-100 (QQQ) fell >5% in 5 days, buy TQQQ (3x)”
2 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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
5 of 12 funds in its are : TMF, TQQQ, UPRO, YANG, YINN
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Decision ladder: 1) If China’s large-cap ETF (FXI) moved a lot in 5 days (>+12% or <−12%), it plays mean reversion with 3x funds: YINN (bull) or YANG (bear) based on today’s move.<br>2) Else, if the Nasdaq-100 (QQQ) fell >5% in 5 days, buy TQQQ (3x) unless TQQQ just jumped >5% today—then sit in BSV (short bonds).<br>3) Otherwise run a refined HFEA: when calm hold UPRO 55% (3x S&P 500) + TMF 45% (3x long Treasuries); if stressed hold IEI/GLD/TIP/BSV.
Rotates through three modes: swing-trades China (YINN/YANG) after extreme moves; else buys Nasdaq dips with TQQQ unless it just bounced; when no dip, uses a refined HFEA mix (UPRO+TMF vs IEI/GLD/TIP/BSV). High risk, highly tactical.
Out-of-sample annual return 24.34% vs 19.41% for the S&P 500, via tactical rotations (China mean reversion, Nasdaq dip plays, leveraged barbell). Higher upside with disciplined risk controls—note larger drawdowns.
YINN/YANG Challenge (Luke A) mean reversion is the base strategy to catch rises in YINN and YANG. When nothing's happening there, use Buy the Dips Nasdaq 100 Composer strategy, and within buy the dips, under normal conditions (QQQ > -5%), invest in Hedgefundie's Excellent Adventure Refined composer symphony.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.5M | 2026-10-11 | |
| Backtest regulatory fees | $4,987 | 2026-10-11 | |
| Backtest slippage cost | $39k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, china equities, leveraged etfs, mean reversion, nasdaq 100, risk-on/risk-off, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "FXI", "GLD", "IEI", "QQQ", "SPY", "TIP", "TMF", "TQQQ", "UPRO", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,050 | 2026-10-11 | |
| Out-of-sample length | 1,031 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 35k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
