Composer · investment strategy
by Composer Technologies · via Composer
Monthly, rules‑based mix: 20% in the two strongest broad US index ETFs; 80% flips to bitcoin ETFs when markets surge, dividend ETFs when weak, or the best 3 of bonds and big‑cap ETFs by very recent performance.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Each month, split money 20%/80%. 20% goes to the 2 strongest of SPY (S&P 500), QQQ (Nasdaq‑100), DIA (Dow 30), IWM (small caps) by last 30‑day performance.<br>For the other 80%: if the S&P 500’s last 60 days are up >~5%, buy BITO and BTF (bitcoin futures). If the last 30 days are weak (<~1%), buy VYM and DVY (dividend stocks). Otherwise buy the top 3 of TLT/IEF/BND/AGG (bonds) and SPY/DIA/QQQ by 15‑day performance.
Monthly, rules‑based mix: 20% in the two strongest broad US index ETFs; 80% flips to bitcoin ETFs when markets surge, dividend ETFs when weak, or the best 3 of bonds and big‑cap ETFs by very recent performance.
Out-of-sample edge: Sharpe ~1.02 vs ~0.99 for SPY, drawdown ~14.5% vs ~18.8%, across 663 days. Strong risk-adjusted returns with less downside than the S&P 500 and durable performance.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, bonds, etfs, momentum, tactical allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.21% | ||
| Return, trailing 1 month (out-of-sample) | -2.22% | ||
| Return, trailing 1 year (out-of-sample) | 15.63% | ||
| Return, trailing 3 months (out-of-sample) | -0.72% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.61% |
Collective2
Composer Technologies · Composer
