Composer · investment strategy
by Composer Technologies · via Composer
A two-part portfolio tied to Bitcoin’s 4‑year cycle: a tech‑heavy, rules‑based stock momentum engine plus a Bitcoin‑sensitive stock basket. It shifts between them by cycle year, with built‑in defense when markets look overheated or washed out.
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.
11 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)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 31 funds in its are : SPXL, TECL, TNA
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 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.
4 missing
The text the rules are quoted from, with where it came from.
You (manually) choose the block based on the Bitcoin 4‑year cycle.<br>- Years 1–3: 100% in a stock engine that: (a) hedges with VIXM if the market looks overheated, (b) takes a small tactical bet in leveraged bull ETFs if it’s washed out, and (c) otherwise holds the 3 strongest large‑caps.<br>- Year 4: ~80% that stock engine, ~20% Bitcoin‑sensitive stocks + T‑bills.
A two-part portfolio tied to Bitcoin’s 4‑year cycle: a tech‑heavy, rules‑based stock momentum engine plus a Bitcoin‑sensitive stock basket. It shifts between them by cycle year, with built‑in defense when markets look overheated or washed out.
Two-block strategy blends stock momentum with Bitcoin-sensitive equities, rotated by Bitcoin’s cycle. It uses VIX hedging and limited leverage to guard during heat or washouts, offering outsized, risk-managed upside vs the S&P (Calmar ~3.85).
Follow the instructions
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36k | 2026-10-19 | |
| Backtest regulatory fees | $6 | 2026-10-19 | |
| Backtest slippage cost | $37 | 2026-10-19 |
| AI categories (Composer) | bitcoin proxies, crypto cycle overlay, equity momentum, large-cap tech, leveraged etfs, risk-on/risk-off, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 96 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "BIL", "COIN", "CSCO", "GD", "GOOGL", "HUT", "INTC", "KEEL", "MARA", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RIOT", "RTX", "SBUX", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.22 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.67 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 69 | 2026-10-19 | |
| Watchers | 56 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,386 | 2026-10-19 | |
| Out-of-sample length | 136 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.06% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 257.70% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.54% | ||
| Return, trailing 1 day (out-of-sample) | -6.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.32% | ||
| Return, trailing 1 week (out-of-sample) | -9.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -19.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.10% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.61% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.72% | ||
| SPY annualized return over the backtest window (backtest) | 13.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.85 | ||
| Maximum drawdown, backtest period (backtest) | -70.08% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.69% | ||
| Sharpe ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | ||
| Sortino ratio, backtest period (backtest) | 1.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 56.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.36% |
| Annualized turnover, backtest period (backtest) | 4.61 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.67 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 49.28% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 45.59% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
