Composer · investment strategy
by Composer Technologies · via Composer
Daily switch using Bitcoin’s trend: if it’s strong, load into aggressive tech/growth funds (including leveraged Apple and Nasdaq). If not, hold a volatility‑balanced mix of the S&P 500 and long Treasuries.
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 looks at Bitcoin’s ETF (BITO). If BITO’s recent 9‑day average price is above its 50‑day average, it goes risk‑on: fixed slices into high‑octane funds tied to big tech/growth (AAPU = 2x Apple, TQQQ = 3x Nasdaq‑100, plus two specialized ETFs). These can swing a lot. Otherwise it goes risk‑off: splits between the S&P 500 (SPY) and long U.S. Treasuries (TLT), giving more to the steadier one based on the last 21 days. Rebalances daily.
Daily switch using Bitcoin’s trend: if it’s strong, load into aggressive tech/growth funds (including leveraged Apple and Nasdaq). If not, hold a volatility‑balanced mix of the S&P 500 and long Treasuries.
Out-of-sample annualized return: 59.1% vs SPY ~22.8%; Calmar 5.58 signals strong risk-adjusted upside. A Bitcoin-trend–driven risk-on/off switch targets much higher growth while aiming to control downside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, spy/tlt barbell, tactical allocation, tech/growth tilt, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.82% | ||
| Return, trailing 1 month (out-of-sample) | 6.09% | ||
| Return, trailing 1 year (out-of-sample) | 498.19% | ||
| Return, trailing 3 months (out-of-sample) | 16.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.58 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.32% |
Composer Technologies · Composer
Composer Technologies · Composer
