Composer · investment strategy
by Composer Technologies · via Composer
Rule-based, daily rotation: default to Bitcoin; buy Bitcoin miners after yield spikes; ride tech/semis in uptrends; shift to Treasuries, cash, shorts, or VIX hedges when markets look overbought/volatile; use KMLM as a diversifier.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
Strategies that share its Crypto label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
6 missing
The text the rules are quoted from, with where it came from.
Each day it chooses between: Bitcoin (IBIT), Bitcoin miners (WGMI), high‑growth tech/semis (TQQQ/TECL/SOXL/FNGB‑FNGU), safe bonds (TMF) or hedges (UVXY/PSQ/SH), and sometimes managed futures (KMLM). It uses simple signals: RSI (0–100: low=washed out, high=stretched), price vs moving averages (trend), and volatility spikes (VIX funds). If bond yields just spiked (TMF weak), it buys miners on the dip; otherwise it holds Bitcoin. FNGO note: use FNGB or FNGU instead.
Rule-based, daily rotation: default to Bitcoin; buy Bitcoin miners after yield spikes; ride tech/semis in uptrends; shift to Treasuries, cash, shorts, or VIX hedges when markets look overbought/volatile; use KMLM as a diversifier.
Adaptive, rules-based rotation across crypto, miners, tech, bonds, and hedges. Out-of-sample: ~16.2% annual return with Calmar ~0.72, plus built-in risk controls and diversification beyond the S&P 500 for resilience across regimes.
FNGO needs to be swapped back to FNGB or FNGU Buy bitcoin and buy the dip on Miners when treasury yields have recently spiked, else hold Bitcoin.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, crypto, leveraged etfs, managed futures, risk-on/risk-off, tactical allocation, tech momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.40% | ||
| Return, trailing 1 month (out-of-sample) | -7.68% | ||
| Return, trailing 1 year (out-of-sample) | 3.79% | ||
| Return, trailing 3 months (out-of-sample) | -4.51% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.49% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.24% |
Composer Technologies · Composer
Composer Technologies · Composer
