Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑switched mix of tech/crypto/energy and hedges. It puts ~30% into a Bitcoin proxy when Bitcoin trends up, and uses simple trend/overbought/volatility/bond signals to choose one leveraged bull ETF, a bear hedge, or cash.
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.
- Each day it picks the stronger of two playbooks.<br>- If Bitcoin is in an uptrend (above its trend lines), ~30% goes to the strongest Bitcoin proxy (COIN, MARA, MSTR, BITQ/BITS/BTF). Otherwise that slice follows fallback rules.<br>- The rest toggles between one high‑octane bull fund (TECL, TQQQ, SOXL, URTY, DRN, TMF) and one bear/cash hedge (PSQ, SH, DRV, TMV, TYO, SQQQ/TECS, BIL) using: trend (price vs averages), RSI (0–100 heat gauge), recent swings, and bonds vs stocks. It may rotate to oil (GUSH/ERX/OILK/NRGU) when the S&P 500 is trending up.
Aggressive, daily‑switched mix of tech/crypto/energy and hedges. It puts ~30% into a Bitcoin proxy when Bitcoin trends up, and uses simple trend/overbought/volatility/bond signals to choose one leveraged bull ETF, a bear hedge, or cash.
Adaptive, daily-rotating strategy that blends crypto tilt, leveraged tech, energy, and hedges. Out-of-sample: ~32% annualized return with Calmar ~0.75—diversified upside in uptrends, but higher drawdown risk vs. the S&P in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto tilt, energy rotation, k-1 free, leveraged etfs, mean reversion, risk-on/risk-off, tactical asset allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.54% | ||
| Return, trailing 1 month (out-of-sample) | 1.25% | ||
| Return, trailing 1 year (out-of-sample) | 498.19% | ||
| Return, trailing 3 months (out-of-sample) | 4.88% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 69.81% |
Composer Technologies · Composer
Composer Technologies · Composer
