Composer · investment strategy
by Composer Technologies · via Composer
A two‑engine, daily strategy: jump into the strongest Bitcoin‑linked stocks/ETFs when Bitcoin is trending but not overheated; otherwise rotate among stocks, Treasuries, USD, gold, commodities, and defensive sectors. Uses many trend and “early‑warning” checks. High risk due to leveraged ETFs.
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 Crypto label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Each day the strategy asks: is Bitcoin strong but not overheated? It checks a Bitcoin ETF’s trend and a “speedometer” of recent moves (RSI). If okay, it buys the fastest Bitcoin‑linked names—Coinbase (COIN), miners (MARA, RIOT, etc.), MicroStrategy (MSTR), GBTC—using short‑term momentum rules. If BTC looks hot or weak, it switches to an “all‑weather” board that rotates into what’s trending: growth (TQQQ/SPXL), or safety (Treasuries, cash‑like T‑bills, USD, gold, commodities, utilities). It spreads across the top performers and rebalances daily.
A two‑engine, daily strategy: jump into the strongest Bitcoin‑linked stocks/ETFs when Bitcoin is trending but not overheated; otherwise rotate among stocks, Treasuries, USD, gold, commodities, and defensive sectors. Uses many trend and “early‑warning” checks. High risk due to leveraged ETFs.
Two-engine strategy: ride BTC rallies with top crypto names, or switch to a diversified all-weather mix. Out-of-sample: 12.68% annualized return, Calmar 1.05, Sharpe 0.72. More upside and disciplined risk vs the S&P through dynamic diversification.
Featherweight BTC ₿ Rally Rider | Equities Wrapped w/o RSI Group | BWC + WHS + Anansi | BT 07/31/2023 | Daily | 19626.9% AR, 5.89 Sharpe, 11.8% DD, 98.6% Sdev | oos 02/22/2024 | [FTL edits] Add Vox's Trend Switchboard pared down for size in place of BIL to make it an all-weather symph. https://bit.ly/welcome-to-algo-investing https://www.investorcollab.com/
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto momentum, daily rebalancing, leveraged etfs, risk on/off rotation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.45% | ||
| Return, trailing 1 month (out-of-sample) | 2.05% | ||
| Return, trailing 1 year (out-of-sample) | 118.31% | ||
| Return, trailing 3 months (out-of-sample) | 2.80% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.12% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.47% |
Composer Technologies · Composer
Composer Technologies · Composer
