Composer · investment strategy
by Composer Technologies · via Composer
Rides strength in bitcoin miners; otherwise trades leveraged tech using simple trend and “hot/cold” signals, with options to hold cash or short tech when conditions are poor. Rebalanced daily; very high volatility and risk.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Daily check. WGMI (bitcoin‑miners ETF) above its 20‑day average? Then own the 3 strongest miner stocks.<br>Else use tech: TQQQ (3x Nasdaq) above its 50‑day average? Hold up to 80% TQQQ unless it looks too “hot” (RSI>79), then hold cash (PMMF). If weak: buy big dips (TECL/SOXL when RSI<30), otherwise short tech (SQQQ) or sit in cash/T‑bills (PMMF/SCHO).<br>RSI=0–100 “hot/cold.”
Rides strength in bitcoin miners; otherwise trades leveraged tech using simple trend and “hot/cold” signals, with options to hold cash or short tech when conditions are poor. Rebalanced daily; very high volatility and risk.
Out-of-sample edge: Sharpe 1.80 vs SPY 1.01; annualized return 132.6% vs 9.6%; Calmar ~9.0. Higher upside with disciplined risk, though drawdowns can be larger (~14.8% vs SPY ~2.5%).
Invests in Miner or Tech - cash option or short QQQ if indicated
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto miners momentum, daily rebalance, high volatility, leveraged tech trend, tactical cash/short | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 132.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.10% | ||
| Return, trailing 1 month (out-of-sample) | -2.38% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -3.89% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.80 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 57.83% |
Composer Technologies · Composer
Composer Technologies · Composer
