Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based Bitcoin strategy: ride GBTC uptrends or deep dips; otherwise move to cash or switch to inverse BTC/short Treasuries in rough regimes. On extreme stock signals, briefly use UVXY or 3× tech (TECL). Uses simple hot/cold and trend checks.
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.
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)
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 ()
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 ()
6 of 11 funds in its are : BITI, PSQ, TBF, 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 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.
Daily it checks RSI (0–100 hot/cold) and short vs long price averages.<br>If stocks look overheated (QQQ/SPY RSI>80), buy UVXY (fear gauge). If tech just plunged (TQQQ RSI<31), buy TECL (3× tech).<br>Otherwise focus on Bitcoin: own GBTC when trending up (fast>slow) or deeply oversold (RSI<27). A bond‑vs‑stock strength check decides to sit in SHV (cash‑like) or rotate into BITI (short Bitcoin) or TBF (short long Treasuries).
A daily, rule-based Bitcoin strategy: ride GBTC uptrends or deep dips; otherwise move to cash or switch to inverse BTC/short Treasuries in rough regimes. On extreme stock signals, briefly use UVXY or 3× tech (TECL). Uses simple hot/cold and trend checks.
Out-of-sample annualized return: 24.6% vs S&P 20.95%, with a Calmar near 0.82. This strategy tilts to Bitcoin upside and uses smart hedges; expect higher drawdowns (~30%) for potentially stronger long-run gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $117k | 2026-10-11 | |
| Backtest regulatory fees | $400 | 2026-10-11 | |
| Backtest slippage cost | $3,073 | 2026-10-11 |
| AI categories (Composer) | crypto, daily rebalanced, leveraged etfs, mean-reversion, regime filter, short exposure, tactical, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITI", "GBTC", "IEF", "PSQ", "QQQ", "SHV", "SPY", "TBF", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,070 | 2026-10-11 | |
| Out-of-sample length | 611 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 78.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1072% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.72% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
