Composer · investment strategy
by Composer Technologies · via Composer
Rule-based crypto tilt: buy Bitcoin after a short-term drop; if not and bonds are sliding, own the stronger crypto-stock ETF (BLOK or WGMI); otherwise hold T‑Bills (BIL). One position at a time; switches only when rules change.
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 5 funds in its are : TMF
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.
Holds one fund at a time based on two checks.<br>1) If Bitcoin has fallen fast over ~10 days (RSI, a simple “speed of moves” gauge, is <32), buy GBTC (a Bitcoin fund).<br>2) Else, if long‑term Treasuries (TMF, a leveraged bond fund used only as a signal) had a big recent drop (worst 10‑day peak‑to‑trough loss ≥ ~10%), buy the stronger of BLOK (blockchain stocks) or WGMI (Bitcoin miners).<br>3) Otherwise, stay in BIL (T‑Bills, cash‑like).
Rule-based crypto tilt: buy Bitcoin after a short-term drop; if not and bonds are sliding, own the stronger crypto-stock ETF (BLOK or WGMI); otherwise hold T‑Bills (BIL). One position at a time; switches only when rules change.
Adds crypto exposure and regime-driven shifts with a cash fallback, delivering a lower market beta (~0.76) and a 16.9% annualized return in out-of-sample, but with higher max drawdown (~25%) than the S&P. Diversification with a rule-based edge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10k | 2026-10-19 | |
| Backtest regulatory fees | $26 | 2026-10-19 | |
| Backtest slippage cost | $178 | 2026-10-19 |
| AI categories (Composer) | bitcoin/blockchain equities, cash fallback, crypto timing, oversold buying, risk-on/off rotation, single-asset switch | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 18 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BLOK", "GBTC", "TMF", "WGMI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,168 | 2026-10-19 | |
| Out-of-sample length | 528 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 0.87% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4.11% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.20% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -6.91% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -3.10% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.88% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.99% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.47% | ||
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.01 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Maximum drawdown, backtest period (backtest) | -77.79% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.19% | ||
| Sharpe ratio, backtest period (backtest) | 0.24 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 0.37 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 44.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.57% |
| Annualized turnover, backtest period (backtest) | 29.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.39 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 65.24% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.40% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
