Composer · investment strategy
by Composer Technologies · via Composer
Own Bitcoin when it’s trending up. Otherwise rotate among tech, biotech, inverse Nasdaq, volatility, or short-term bonds using trend and overbought/oversold signals (moving averages, RSI, recent drops). Daily and high risk (leveraged ETFs).
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 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-11 ()
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% · 2026-10-11 ()
5 of 16 funds in its are : LABU, SPXL, SQQQ, TQQQ, UVXY
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.
Step 1: Is Bitcoin rising now (5-day above 20-day average price)? If yes, hold BITO. If not, check stocks: is SPY 9-day above 25-day average? If yes, tilt to tech/biotech unless readings say “too hot” or after sharp drops—then use hedges (SQQQ) or volatility (UVXY). If stocks are weak, favor defense (UVXY, SQQQ or short-term bonds) and sometimes buy biotech (LABU) when very washed out. It uses moving averages, RSI (a 0–100 hot/cold score), and recent % moves. Rebalanced daily.
Own Bitcoin when it’s trending up. Otherwise rotate among tech, biotech, inverse Nasdaq, volatility, or short-term bonds using trend and overbought/oversold signals (moving averages, RSI, recent drops). Daily and high risk (leveraged ETFs).
Out-of-sample edge: OOS annualized return ~69% vs SPY ~21%, Calmar ~1.21 and Sharpe ~1.13. Higher upside with a crypto tilt and tactical hedges, delivering stronger growth than the S&P—aware of larger drawdowns.
https://www.investorcollab.com
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $335k | 2026-10-11 | |
| Backtest regulatory fees | $795 | 2026-10-11 | |
| Backtest slippage cost | $6,051 | 2026-10-11 |
| AI categories (Composer) | biotech, crypto, leveraged etfs, risk-on/off, tactical rotation, tech, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 80 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BITO", "BSV", "LABU", "MSFT", "NVDA", "QQQ", "SPXL", "SPY", "SQQQ", "TQQQ", "TSLA", "TSM", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,229 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 105.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3253% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 318.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.48% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.67 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
