Composer · investment strategy
by Composer Technologies · via Composer
Rules-based mix that adds Bitcoin and 2x Nasdaq when Bitcoin has led over the past 3 months, and shifts to unlevered Nasdaq, gold, and a defensive long/short hedge when it hasn’t. Diversifies across crypto, tech, gold, and a market‑neutral hedge.
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.
5 positions as of 2026-10-19
: 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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 83% · 2026-10-19 ()
35.9% 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% · 2026-10-19 ()
1 of 5 funds in its are : QLD
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 Leveraged ETFs 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.
It checks the last ~3 months: did Bitcoin (GBTC/IBIT) beat big‑tech Nasdaq‑100 stocks (QQQ)? If yes: hold 18% Bitcoin, 37% 2x Nasdaq (QLD), 30% gold (GLD), 15% a defensive long/short fund (BTAL). If no: 0% Bitcoin, 40% QQQ, 35% GLD, 25% BTAL. Use IBIT instead of GBTC live.
Rules-based mix that adds Bitcoin and 2x Nasdaq when Bitcoin has led over the past 3 months, and shifts to unlevered Nasdaq, gold, and a defensive long/short hedge when it hasn’t. Diversifies across crypto, tech, gold, and a market‑neutral hedge.
Out-of-sample edge: 21.42% return vs ~16.94% for the S&P, Sharpe ~1.37 vs ~1.03, and max drawdown ~14.8% vs ~18.8%. A regime-switching, diversified mix of Bitcoin, Nasdaq leverage, gold, and hedges offers higher upside with lower risk.
35% Avg Rtn - 18.5% DD This all-weather bitcoin strategy handily beats the S&P with almost half the drawdown. Change GBTC to IBIT for live. I'm forming a video meetup to share Composer ideas (free) - Ping me at strongvault at duck dot com.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $235k | 2026-10-19 | |
| Backtest regulatory fees | $112 | 2026-10-19 | |
| Backtest slippage cost | $798 | 2026-10-19 |
| AI categories (Composer) | crypto momentum overlay, gold diversifier, market-neutral hedge, multi-asset, nasdaq growth tilt, regime switching | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GBTC", "GLD", "QLD", "QQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 |
| Remixes (copies) | 30 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,792 | 2026-10-19 | |
| Out-of-sample length | 504 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2249% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.87% | ||
| Return, trailing 1 day (out-of-sample) | -1.71% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.37% | ||
| Return, trailing 1 week (out-of-sample) | -2.45% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -0.77% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.92% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.37% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.74% | ||
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.78 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Maximum drawdown, backtest period (backtest) | -18.47% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.84% | ||
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | ||
| Sortino ratio, backtest period (backtest) | 2.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.05% |
| Annualized turnover, backtest period (backtest) | 5.67 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.61 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.33% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
