Composer · investment strategy
by Composer Technologies · via Composer
A concentrated, weekly‑rebalanced basket of Bitcoin‑proxy stocks (MicroStrategy, Coinbase, and BTC miners) meant to ride the crypto cycle, with a stated plan to exit around mid‑2025.
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
It keeps fixed weights in Bitcoin‑sensitive stocks and rebalances weekly: 50% MicroStrategy (software firm that holds lots of Bitcoin), 25% Coinbase (crypto exchange), and the rest in Bitcoin miners—Marathon (MARA), Riot (RIOT), Hut 8 (HUT)—plus KEEL (small; confirm what this is). Notes plan an exit near mid‑2025.
A concentrated, weekly‑rebalanced basket of Bitcoin‑proxy stocks (MicroStrategy, Coinbase, and BTC miners) meant to ride the crypto cycle, with a stated plan to exit around mid‑2025.
Capitalize Bitcoin-cycle upside with a focused BTC-proxy basket. OOS: ~56.6% annual return, ~1.0 Sharpe, Calmar ~1.40, max drawdown ~40% vs SPY ~4.5% drawdown and ~39.2% annual return. Higher upside, but larger drawdowns and a mid-2025 exit.
17AUG2023 UPDATE: Degentlemen we are clear for launch! BIL to 10% to deploy more cash into BTC@ $26k. Exit or short on approx JUN-SEPT 2025. Go short/exit for 1 year then re-invest. 27DEC2023 UPDATE: Removed bill 25% to coin
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin proxies, concentrated, crypto miners, high risk, long-only equities, thematic, weekly rebalancing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.27% | ||
| Return, trailing 1 month (out-of-sample) | 3.77% | ||
| Return, trailing 1 year (out-of-sample) | -22.95% | ||
| Return, trailing 3 months (out-of-sample) | 25.08% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.57% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 67.94% |
Collective2
Composer Technologies · Composer
