Composer · investment strategy
by Composer Technologies · via Composer
Monthly trend switch: own BITO (Bitcoin futures ETF) when its price is above its 200‑day average; otherwise sit in SHV (short‑term U.S. Treasuries). Aims to join big Bitcoin uptrends and step aside in downturns.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-11 ()
0.0% 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 ()
0 of 2 funds in its are
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 Capital preservation 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.
Once a month, compare BITO’s price to its 200‑day average (the average closing price over ~10 months). If price is above that average, invest 100% in BITO (a Bitcoin futures ETF). If not, hold 100% in SHV (a very short‑term U.S. Treasury ETF, like cash with yield).
Monthly trend switch: own BITO (Bitcoin futures ETF) when its price is above its 200‑day average; otherwise sit in SHV (short‑term U.S. Treasuries). Aims to join big Bitcoin uptrends and step aside in downturns.
Trend-following Bitcoin exposure with a built-in risk hedge: 100% BITO above the 200-day SMA; otherwise 100% SHV. Out-of-sample: ~19.8% annualized return, 0.64 Sharpe, Calmar 0.60, max drawdown ~33%. Diversifies beyond the S&P 500 while managing crypto-cycle risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31k | 2026-10-11 | |
| Backtest regulatory fees | $3 | 2026-10-11 | |
| Backtest slippage cost | $23 | 2026-10-11 |
| AI categories (Composer) | bitcoin, crypto, long-only, monthly rebalance, moving average, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITO", "SHV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,049 | 2026-10-11 | |
| Out-of-sample length | 691 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 207.85% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.48% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -23.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -23.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
