Composer · investment strategy
by Composer Technologies · via Composer
Daily rotation among Bitcoin (GBTC), leveraged tech (TECL), volatility (UVXY), or T‑bills (SHV). Buys tech dips, hedges when stocks look overheated, and owns Bitcoin only when its trend and a risk filter both look good.
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.
0.0% 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. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
4 of 9 funds in its are : PSQ, TECL, TQQQ, UVXY
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 Capital preservation 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.
Each day it chooses one holding: - If tech looks washed out (RSI on TQQQ <31), buy TECL (a 3x tech fund) for a rebound. RSI is a 0–100 gauge of recent up vs down days; low=weak, high=hot. - If stocks look too hot (RSI>80 on QQQ or SPY), buy UVXY (a fund that jumps when volatility spikes). - Else own GBTC (Bitcoin fund) only if its fast average > slow average (short‑term uptrend) and Treasuries (IEF) look stronger than being short Nasdaq (PSQ). Otherwise hold SHV (T‑bills). These are high‑risk funds.
Daily rotation among Bitcoin (GBTC), leveraged tech (TECL), volatility (UVXY), or T‑bills (SHV). Buys tech dips, hedges when stocks look overheated, and owns Bitcoin only when its trend and a risk filter both look good.
Out-of-sample, this strategy targets ~40% annualized return vs ~20% for the S&P, via tech-dip bets, volatility hedges, and crypto trend with a macro filter. Calmar ~1.4 indicates solid risk-adjusted upside, though higher drawdowns and beta than the S&P.
This current setup as of 05/09/2024 is the most profitable according to the research done in tradingview dated back to the first trade occuring on Feb 4 2010. if weighted in a portfolio at 5%, the strategy yields about a 130% annual return with a drawdown on the overall portfolio of about 5% in it's most raw form (no UVXY or TECL buys)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9B | 2026-10-11 | |
| Backtest regulatory fees | $6.2M | 2026-10-11 | |
| Backtest slippage cost | $59.7M | 2026-10-11 |
| AI categories (Composer) | crypto, daily rebalance, leveraged etfs, mean-reversion, risk filter, tactical rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "GBTC", "IEF", "PSQ", "QQQ", "SHV", "SPY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,853 | 2026-10-11 | |
| Out-of-sample length | 606 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 211.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 38640k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 65.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.17% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 68.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
