Composer · investment strategy
by Composer Technologies · via Composer
Times Bitcoin and high‑growth stocks using simple hot/cold gauges. In BTC downtrends it often shorts BTC spikes; in stocks it buys TQQQ on dips, hedges when overheated, or switches among bull, bear, or bonds. High risk, very 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.
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.
0.9% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 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 ()
6 of 10 funds in its are : BITI, SPXU, SQQQ, TQQQ, UPRO, 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.
Two sleeves drive it: 1) Bitcoin sleeve: If Bitcoin is below its 62‑day trend, it fades short‑term spikes—often shorting BTC (BITI) or sometimes buying MSTR (a BTC‑sensitive stock). RSI=hot/cold gauge; volatility=how jumpy; MA=trend. 2) Stock sleeve: With TQQQ, buy dips (RSI<30), hedge with UVXY when too hot (RSI>80), else switch among bull (TQQQ/UPRO), bear (SQQQ/SPXU), or bonds (BSV) based on what’s most beaten‑down. Exposures: BTC, tech‑Nasdaq, S&P 500, volatility, bonds.
Times Bitcoin and high‑growth stocks using simple hot/cold gauges. In BTC downtrends it often shorts BTC spikes; in stocks it buys TQQQ on dips, hedges when overheated, or switches among bull, bear, or bonds. High risk, very tactical.
Two-sleeve, rules-based strategy trades BTC/tech cycles and uses hedges to damp spikes, adding diversification beyond the S&P. Out-of-sample: ~18.2% annualized return with defined risk controls and regime-driven upside when equities wobble.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $136k | 2026-10-11 | |
| Backtest regulatory fees | $1,479 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | contrarian, crypto timing, leveraged etfs, momentum fade, tactical allocation, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 108 | 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[ "BITI", "BITO", "BSV", "MSTR", "SPXU", "SPY", "SQQQ", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 64 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 932 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1263% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -44.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -44.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -18.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 95.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 88.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
