Composer · investment strategy
by Composer Technologies · via Composer
Weekly, equal‑weight the 4 weakest (by RSI) among Bitcoin‑exposed stocks/ETFs; rotate as it changes. Intended to ride crypto cycles, then step aside or short around Nov 2025 for ~1 year, and resume.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Each week it looks at a small list of crypto‑linked stocks and funds: MicroStrategy (MSTR), Coinbase (COIN), Bitcoin miners (MARA, RIOT, HUT), a Bitcoin fund (BITO), a tech ETF (ARKW), and KEEL. It ranks them by a “recently sold‑off” score (RSI) over ~60 days; low RSI = most beaten down. It buys the 4 lowest‑scoring names, equally weighted, and updates weekly. Plan: run until about Nov 2025, then exit or bet against for ~1 year, then restart.
Weekly, equal‑weight the 4 weakest (by RSI) among Bitcoin‑exposed stocks/ETFs; rotate as it changes. Intended to ride crypto cycles, then step aside or short around Nov 2025 for ~1 year, and resume.
Crypto-cycle alpha sleeve: weekly, rules-based rotation among beaten-down crypto-linked stocks. Diversify beyond SPY with ~25.7% out-of-sample annualized return and Calmar ~0.76, plus explicit risk controls around the late-2025 exit.
Trade weekly or monthly. Exit or short on approx NOV 2025. Go short/exit for 1 year then re-invest.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, contrarian, crypto, equities, etfs, mean reversion, rsi, weekly rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.63% | ||
| Return, trailing 1 month (out-of-sample) | -11.82% | ||
| Return, trailing 1 year (out-of-sample) | 13.12% | ||
| Return, trailing 3 months (out-of-sample) | 16.99% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.67% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 56.88% |
Composer Technologies · Composer
Composer Technologies · Composer
