Composer · investment strategy
by Composer Technologies · via Composer
A crypto-driven, risk-on/off IRA strategy. It mixes bitcoin ETFs with sleeves that use bitcoin’s trend to rotate into leveraged stock ETFs (UPRO/TQQQ), move to cash-like Treasuries (USFR), or sometimes hedge with SPXU. Weights favor lower volatility.
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.
4 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.
1.2% of weight in (IVV: 3.0%)
3 funds (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. : 100% · 2026-10-19 ()
46.8% 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 ()
4 of 9 funds in its are : BITX, SPXU, TQQQ, 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.
Three sleeves are blended, giving more weight to the calmer ones (inverse volatility).<br>- Sleeve 1: Hold bitcoin ETFs (GBTC and a 2x bitcoin ETF), favoring the less volatile one.<br>- Sleeve 2: If bitcoin’s trend is strong but not overheated, rotate into 3x S&P (UPRO) or 3x Nasdaq (TQQQ); else sit in USFR (T‑bills).<br>- Sleeve 3: Short-term bitcoin + stock-vs-bond strength picks USFR, SPXU (bear S&P), or UPRO.
A crypto-driven, risk-on/off IRA strategy. It mixes bitcoin ETFs with sleeves that use bitcoin’s trend to rotate into leveraged stock ETFs (UPRO/TQQQ), move to cash-like Treasuries (USFR), or sometimes hedge with SPXU. Weights favor lower volatility.
Crypto-driven diversification with a low beta (~0.48) and a risk-on/off framework. Out-of-sample annualized return ~17.2% with ~20.9% max drawdown, offering upside in crypto regimes while reducing correlation to the S&P 500 vs a pure SPY bet.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-19 | |
| Backtest regulatory fees | $55 | 2026-10-19 | |
| Backtest slippage cost | $410 | 2026-10-19 |
| AI categories (Composer) | crypto trend-following, ira, leveraged etfs, risk-on/off, tactical allocation, volatility-weighted | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 83 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BITO", "BITX", "GBTC", "SHY", "SPXU", "SPY", "TQQQ", "UPRO", "USFR" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 789 | 2026-10-19 | |
| Out-of-sample length | 645 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 36.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 163.74% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.72% | ||
| Return, trailing 1 day (out-of-sample) | -0.32% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.36% | ||
| Return, trailing 1 week (out-of-sample) | -0.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.97% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.01% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.13% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 25.00% | ||
| SPY annualized return over the backtest window (backtest) | 20.90% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Maximum drawdown, backtest period (backtest) | -20.88% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.88% | ||
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Sortino ratio, backtest period (backtest) | 2.68 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.64% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.80% |
| Annualized turnover, backtest period (backtest) | 34.37 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.56 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.37% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
