Composer · investment strategy
by Composer Technologies · via Composer
A daily, bitcoin-guided switch that buys leveraged stock ETFs (SPXL/TQQQ) when bitcoin’s trend is strong and not overheated, parks in T-bills (BIL) otherwise, and sometimes adds a bearish S&P bet (SPXS) via a simple stocks-vs-bonds check.
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.
1.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
49.9% 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 ()
3 of 8 funds in its are : SPXL, SPXS, TQQQ
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.
Each day it reads two bitcoin trackers (GBTC = spot ETF, BITO = futures ETF). It checks trend (price vs recent averages) and whether the move is too hot (RSI: a 0–100 “speedometer”; high = overheated). If bitcoin’s trend looks strong and not overheated, it buys aggressive stock funds: SPXL (S&P 500) and/or TQQQ (Nasdaq‑100). If not, it holds BIL (T‑bills). A side rule may short the S&P (SPXS) or buy SPXL based on a simple stocks‑vs‑bonds strength check.
A daily, bitcoin-guided switch that buys leveraged stock ETFs (SPXL/TQQQ) when bitcoin’s trend is strong and not overheated, parks in T-bills (BIL) otherwise, and sometimes adds a bearish S&P bet (SPXS) via a simple stocks-vs-bonds check.
Out-of-sample, this bitcoin-driven tactical strategy offers higher risk-adjusted returns and lower drawdown than the S&P 500: Sharpe ~1.36 vs ~1.25, annualized ~21.9% vs ~20.1%, max drawdown ~13.8% vs ~18.8%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33k | 2026-10-11 | |
| Backtest regulatory fees | $92 | 2026-10-11 | |
| Backtest slippage cost | $675 | 2026-10-11 |
| AI categories (Composer) | bitcoin-driven signals, cash/t-bills, daily rebalance, equities, inverse etf, leveraged etfs, momentum, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 60 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BITO", "GBTC", "SHY", "SPXL", "SPXS", "SPY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 949 | 2026-10-11 | |
| Out-of-sample length | 661 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 233.18% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.19% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.37% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -13.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 67.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 66.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
