Composer · investment strategy
by Composer Technologies · via Composer
A daily bitcoin‑timing strategy that switches between cash‑like T‑bills (BIL), standard bitcoin exposure (BITO), or 2x exposure (BITX) using a simple 0–100 momentum gauge (RSI). It de‑risks when weak or overheated and rotates BITO/BITX otherwise.
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.
“If RSI(BITO,14) ≤ 50 → hold BIL.”
“BITX=2x bitcoin ETF (aims ~2x daily moves)”
“A daily bitcoin‑timing strategy”
“If > 79 → split 50/50 BITO and BIL.”
“Otherwise → split 50/50 between: (a) the stronger of BITO/BITX over 10 days and (b) the weaker over 4 days.”
2 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%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 83% · 2026-10-11 ()
50.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
1 of 3 funds in its are : BITX
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
BITO=bitcoin ETF, BITX=2x bitcoin ETF (aims ~2x daily moves), BIL=T‑bill ETF. RSI is a 0–100 heat gauge of recent price moves. Daily: If RSI(BITO,14) ≤ 50 → hold BIL. If > 79 → split 50/50 BITO and BIL. Otherwise → split 50/50 between: (a) the stronger of BITO/BITX over 10 days and (b) the weaker over 4 days.
A daily bitcoin‑timing strategy that switches between cash‑like T‑bills (BIL), standard bitcoin exposure (BITO), or 2x exposure (BITX) using a simple 0–100 momentum gauge (RSI). It de‑risks when weak or overheated and rotates BITO/BITX otherwise.
RSI-driven daily tactical mix of BITO, BITX and cash that captures crypto upside while dialing back risk in weak/overheated markets. In out-of-sample testing it delivers ~21.38% annualized return vs SPY ~18.97%, with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $151 | 2026-10-11 | |
| Backtest slippage cost | $944 | 2026-10-11 |
| AI categories (Composer) | crypto, leveraged etfs, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BITO", "BITX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 815 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 340.16% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
