Composer · investment strategy
by Composer Technologies · via Composer
Own Bitcoin and big tech, but short riskier bitcoin‑proxy stocks (MicroStrategy, Coinbase) and Ethereum. Pair long gold with short gold miners. Inverse‑vol sizing favors steadier assets; daily rebalancing keeps the long/short mix in balance.
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 Crypto label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Core idea: own Bitcoin and big‑tech, but bet against the “bitcoin‑proxy” stocks that swing even harder than Bitcoin. It owns BTC (HODL), chipmakers (SOXX), big‑tech (QQQ), and fast‑moving S&P stocks (SPHB). It bets against MicroStrategy (SMST), Coinbase (CONI), Ethereum (SETH), and a speculative tech fund (SARK), using ETFs that rise when those fall. It also owns gold (GLD, extra weight) and bets against gold miners (DUST). A 20‑day “steadier gets more” rule sizes each slice, rebalanced daily.
Own Bitcoin and big tech, but short riskier bitcoin‑proxy stocks (MicroStrategy, Coinbase) and Ethereum. Pair long gold with short gold miners. Inverse‑vol sizing favors steadier assets; daily rebalancing keeps the long/short mix in balance.
Out-of-sample, risk-managed strategy: BTC exposure plus quality tech and gold, with small crypto-short hedges. Lower drawdowns (7.2% vs 8.7% S&P) and daily rebalancing for steadier risk and diversification beyond the S&P 500.
This Symphony Is Designed to be short of Bitcoin companies that have higher risk than the underlying asset itself. Most notably, short of Coinbase and Microstrategy via ETN's. It then balances those positions against long tech and bitcoin itself + a position in long gold vs. short gold miners to balance risk. It's all wrapped in an inverse volatility weighting to keep balance when comparing long/short positions against each other.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto-arb, daily rebalance, gold vs miners, inverse-vol weighting, long/short, tech tilt | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.16% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.46% | ||
| Return, trailing 1 month (out-of-sample) | 1.64% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -3.14% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.62% |
Composer Technologies · Composer
Composer Technologies · Composer
