Composer · investment strategy
by Composer Technologies · via Composer
Weekly, it blends trend‑following and buy‑the‑dip in crypto‑exposed stocks: own 3 recent winners and 2 short‑term losers from a small crypto/cash list, equal‑weighted. Planned exit/short around Nov‑2025 for ~1 year, then re‑invest.
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.
6 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 ()
0 of 8 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 Thematic 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.
4 missing
The text the rules are quoted from, with where it came from.
Each week it splits money equally across 5 picks from a small list of crypto‑linked stocks and cash‑like bond ETFs. 3 picks are the biggest 1‑month “recent winners” (momentum). 2 picks are the most beaten‑down over ~10 days (RSI: a 0–100 gauge of buying vs selling; low = oversold, aiming for a bounce). Names include MSTR (Bitcoin‑heavy), COIN (crypto exchange), miners (MARA, RIOT, HUT), and BIL/STIP (T‑bill/TIPS). Around Nov‑2025 it exits (or shorts) for ~1 year, then re‑enters.
Weekly, it blends trend‑following and buy‑the‑dip in crypto‑exposed stocks: own 3 recent winners and 2 short‑term losers from a small crypto/cash list, equal‑weighted. Planned exit/short around Nov‑2025 for ~1 year, then re‑invest.
Tap crypto-driven upside with a 5-name weekly blend (3 momentum, 2 mean reversion). OOS annualized return ~99% vs S&P ~39%; Calmar ~3.24, max drawdown ~30%—strong risk-adjusted edge with disciplined, tactical timing.
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.
| Backtest final value (from $10,000) | $28k | 2026-10-19 | |
| Backtest regulatory fees | $61 | 2026-10-19 | |
| Backtest slippage cost | $279 | 2026-10-19 |
| AI categories (Composer) | bitcoin-sensitive, crypto equities, mean reversion, momentum, risk-on/risk-off, tactical allocation, weekly | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 18 | 2026-10-19 | |
| Rebalance frequency | weekly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COIN", "HUT", "KEEL", "MARA", "MSTR", "RIOT", "STIP" ] | 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) | 2.69 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,365 | 2026-10-19 | |
| Out-of-sample length | 136 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 182.62% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.13% | ||
| Return, trailing 1 day (out-of-sample) | -7.70% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.76% | ||
| Return, trailing 1 week (out-of-sample) | -12.18% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -35.83% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 40.99% | ||
| Return, trailing 2 weeks (out-of-sample) | -22.65% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.57% | ||
| SPY annualized return over the backtest window (backtest) | 14.00% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.24 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.24 | ||
| Maximum drawdown, backtest period (backtest) | -87.44% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.64% | ||
| Sharpe ratio, backtest period (backtest) | 0.63 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Sortino ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 74.20% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.96% |
| Annualized turnover, backtest period (backtest) | 17.85 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.31 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 49.45% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.47% | 2026-10-19 |
Collective2
Composer Technologies · Composer
