Composer · investment strategy
by Composer Technologies · via Composer
Daily rules flip between cash, a calm‑markets/rising‑rates basket, or high‑beta bitcoin plays. If stocks look overheated, it parks in T‑bills; if crypto leads, it piles into bitcoin proxies/miners; otherwise it holds SPGI, TMV, and SVXY. Includes SPY.
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.
It checks momentum with RSI (a 0–100 “hot/cold” gauge). If US stocks (VTI) look very hot (RSI>75), it parks in T‑bills (BIL). Otherwise it compares Nasdaq Inc (NDAQ) vs Coinbase (COIN): if NDAQ is stronger, it holds SPGI + TMV (profits if long‑term Treasuries fall) + SVXY (profits when volatility falls). If COIN is stronger, it rotates into bitcoin plays—picks a 2‑day leader from GBTC/CONL/MSTR, a 20‑day leader from HUT/WGMI/RIOT, and also holds MSTR. Rebalanced daily. It also keeps SPY.
Daily rules flip between cash, a calm‑markets/rising‑rates basket, or high‑beta bitcoin plays. If stocks look overheated, it parks in T‑bills; if crypto leads, it piles into bitcoin proxies/miners; otherwise it holds SPGI, TMV, and SVXY. Includes SPY.
Regime-driven crypto tilt with SPY ballast adds diversification beyond the S&P 500. OOS: ~17% annual return vs SPY 18.6%; Sharpe ~0.69 vs 1.09; max drawdown ~26% vs 19%. Potential upside if crypto leads, SPY anchor.
Attempts to analyze the similarity in movement between the SPY and Bitcoin, by representing a variety of exposure, during bullish periods (using RSI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto momentum rotation, daily rebalance, leveraged & inverse etfs, risk-on/risk-off, rsi-based regime filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.14% | ||
| Return, trailing 1 month (out-of-sample) | -0.52% | ||
| Return, trailing 1 year (out-of-sample) | -2.33% | ||
| Return, trailing 3 months (out-of-sample) | 2.57% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.48% |
Composer Technologies · Composer
Composer Technologies · Composer
