Composer · investment strategy
by Composer Technologies · via Composer
Uses recent Bitcoin (BITO) moves and a simple strength score (RSI) comparing stocks (SPY) to short‑term Treasuries (SHY) to switch among 3× short S&P (SPXU), 3× long S&P (UPRO), or cash‑like T‑Bills (BIL).
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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
100.0% 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 ()
2 of 6 funds in its are : SPXU, UPRO
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.
It takes a cue from Bitcoin’s ETF (BITO). If BITO’s 5‑day return is positive, it checks a simple strength score (RSI, 0–100) of stocks (SPY) vs short‑term Treasuries (SHY): if stocks look weaker, it parks in T‑Bills (BIL); otherwise it shorts the S&P 500 via SPXU (3× inverse). If BITO’s 5‑day return isn’t positive, but its 21‑day return is, it buys UPRO (3× S&P); otherwise it holds BIL.
Uses recent Bitcoin (BITO) moves and a simple strength score (RSI) comparing stocks (SPY) to short‑term Treasuries (SHY) to switch among 3× short S&P (SPXU), 3× long S&P (UPRO), or cash‑like T‑Bills (BIL).
Out-of-sample edge: 25.8% annualized return vs 22.5% for SPY, higher Calmar (~1.18) and Sharpe (~1.06). A Bitcoin-momentum signal plus stock-vs-bond strength tilts between UPRO, SPXU, or cash—delivering stronger upside with controlled drawdowns.
Uses BITO as a signal to decide when to short or when to go long on S&P. By Michael B
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58k | 2026-10-11 | |
| Backtest regulatory fees | $231 | 2026-10-11 | |
| Backtest slippage cost | $1,944 | 2026-10-11 |
| AI categories (Composer) | bitcoin-driven signal, leveraged etfs, momentum, tactical, treasuries, trend/countertrend, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "BIL", "BITO", "SHY", "SPXU", "SPY", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,227 | 2026-10-11 | |
| Out-of-sample length | 726 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 475.61% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.12% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.50% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 61.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 65.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
