Composer · investment strategy
by Composer Technologies · via Composer
A weekly, contrarian crypto‑tilted rotation. It buys the 2 assets that just fell the most among crypto‑linked stocks/ETFs (based on a simple recent ups‑vs‑downs score), sometimes shifting to T‑bills. Plan: exit or short for ~1 year around Nov 2025, then reinvest.
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 7 tickers: MSTR (software that owns lots of Bitcoin), COIN (crypto exchange), MARA/HUT/RIOT (Bitcoin miners), KEEL (ETF), BIL (T‑bill/cash‑like).<br>It scores recent price strength (RSI compares up vs down days over ~2 weeks; low = recently fell).<br>Buys the 2 lowest‑scoring (biggest “dips”), 50/50. If BIL is picked, you’re in cash‑like T‑bills.<br>Around Nov 2025: exit or short for ~1 year, then re‑enter.
A weekly, contrarian crypto‑tilted rotation. It buys the 2 assets that just fell the most among crypto‑linked stocks/ETFs (based on a simple recent ups‑vs‑downs score), sometimes shifting to T‑bills. Plan: exit or short for ~1 year around Nov 2025, then reinvest.
Out-of-sample edge: ~34.7% annualized return with ~0.77 Sharpe and 0.67 Calmar from weekly contrarian crypto-tilted picks plus cash. Seeks crypto upside with built-in risk controls and diversification vs. the S&P, acknowledging higher drawdown risk.
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) | contrarian, crypto equities, mean reversion, risk management, rsi-based, tactical rotation, time-based exit/short, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.75% | ||
| Return, trailing 1 month (out-of-sample) | -12.86% | ||
| Return, trailing 1 year (out-of-sample) | -14.64% | ||
| Return, trailing 3 months (out-of-sample) | 8.10% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.49% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 81.69% |
Composer Technologies · Composer
Composer Technologies · Composer
