Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based rotation. Big Bitcoin bursts trigger leveraged crypto; otherwise it toggles among leveraged tech, volatility, treasuries, or dividends using simple “hot/cold” scores and a 200‑day trend filter, with a crypto-miner tilt after bond surges.
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.
1 positions as of 2026-10-11
: 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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 2026-10-11 ()
100.0% 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% · 2026-10-11 ()
9 of 16 funds in its are : BITX, CONL, SPXL, SQQQ, TECL, TMV, TQQQ, UPRO, UVXY
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
If GBTC (a Bitcoin proxy) jumps ~20% in 9 days, buy 50/50 CONL (2x Coinbase) + BITX (2x Bitcoin).<br>Otherwise, read QQQ heat (RSI 0–100; 0=cold, 100=hot). Very low/high → switcher: if SPY is above its 200‑day trend hold TQQQ (3x Nasdaq), unless overheated → UVXY (vol). If below trend use TECL/UPRO for rebounds or SQQQ/TLT for defense. Mid‑range QQQ → DVY (dividends).<br>Also: if TMV (−3x Treasuries) fell hard, pick WGMI/BLOK.
A fast, rules-based rotation. Big Bitcoin bursts trigger leveraged crypto; otherwise it toggles among leveraged tech, volatility, treasuries, or dividends using simple “hot/cold” scores and a 200‑day trend filter, with a crypto-miner tilt after bond surges.
Out-of-sample, this strategy targets ~46% annualized return vs ~20% for the S&P, with ~0.98 Calmar and ~1.01 Sharpe. It seeks big upside via crypto/tech rotation, guided by trend/RSI, with higher drawdowns (~47%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $107k | 2026-10-11 | |
| Backtest regulatory fees | $286 | 2026-10-11 | |
| Backtest slippage cost | $2,312 | 2026-10-11 |
| AI categories (Composer) | crypto/tech momentum, dividends, leveraged etfs, risk-on/risk-off, tactical rotation, treasuries, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 91 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITX", "BLOK", "CONL", "DVY", "GBTC", "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMV", "TQQQ", "UPRO", "UVXY", "WGMI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 825 | 2026-10-11 | |
| Out-of-sample length | 522 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 106.28% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 973.38% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 70.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.79% | 2026-10-11 |
Collective2
Composer Technologies · Composer
