Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based trend/momentum mix: add a ~30% sleeve of the strongest Bitcoin/crypto play when BTC trends up; otherwise run a tech‑tilted equity rotation that flips among leveraged longs, cash, inverse, and volatility hedges based on simple trend/RSI signals.
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.
“put ~30% in the best‑performing Bitcoin/crypto fund or miner from the last week”
“or shifts to cash (BIL), inverse (PSQ/SH), or volatility hedges (UVXY/VIXY) when markets weaken or look stretched”
“If BTC looks too hot, use BITI (inverse) briefly.”
“A daily, rules‑based trend/momentum mix”
“and not overheated (RSI<80; RSI gauges speed of recent gains 0–100)”
“when trends are up (price>200‑day MA; MA=average price)”
“if a Bitcoin ETF (BITO) is trending up (price above recent averages; momentum positive)”
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
9 of 23 funds in its are : BITI, BITX, CONL, PSQ, SH, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily check: if a Bitcoin ETF (BITO) is trending up (price above recent averages; momentum positive) and not overheated (RSI<80; RSI gauges speed of recent gains 0–100), put ~30% in the best‑performing Bitcoin/crypto fund or miner from the last week. If BTC looks too hot, use BITI (inverse) briefly. The rest rotates among tech‑heavy stock ETFs (TQQQ/TECL/UPRO) when trends are up (price>200‑day MA; MA=average price), or shifts to cash (BIL), inverse (PSQ/SH), or volatility hedges (UVXY/VIXY) when markets weaken or look stretched.
A daily, rules‑based trend/momentum mix: add a ~30% sleeve of the strongest Bitcoin/crypto play when BTC trends up; otherwise run a tech‑tilted equity rotation that flips among leveraged longs, cash, inverse, and volatility hedges based on simple trend/RSI signals.
Out-of-sample, this strategy targets stronger risk-adjusted upside: ~106.6% annualized vs SPY ~39.2%, Calmar ~3.73, Sharpe ~1.58. A crypto sleeve plus tech rotation seeks uptrends and diversification beyond the S&P.
BTC ₿ Rally Rider | Equities Wrapped | CQ + BN + BWC + WHS + Anansi | Mashed with TQQQ FTLT
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $253k | 2026-10-19 | |
| Backtest regulatory fees | $760 | 2026-10-19 | |
| Backtest slippage cost | $5,321 | 2026-10-19 |
| AI categories (Composer) | crypto momentum, daily rebalance, leveraged/inverse etfs, tactical equity rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 430 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ARBK", "BIL", "BITI", "BITO", "BITX", "BND", "CLSK", "COIN", "CONL", "GBTC", "IREN", "KEEL", "MARA", "MSTR", "PSQ", "QQQ", "SH", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.89 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 36 | 2026-10-19 | |
| Watchers | 22 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 826 | 2026-10-19 | |
| Out-of-sample length | 136 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 167.78% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2434% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 106.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 45.80% | ||
| Return, trailing 1 day (out-of-sample) | -7.62% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | -4.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 38.05% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 169.42% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.91% | ||
| SPY annualized return over the backtest window (backtest) | 19.61% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.32 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.73 | ||
| Maximum drawdown, backtest period (backtest) | -72.24% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.53% | ||
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | ||
| Sortino ratio, backtest period (backtest) | 2.78 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 96.31% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.05% |
| Annualized turnover, backtest period (backtest) | 70.47 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.54 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
