Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher that flips between 3x long or 3x short gold‑miner ETFs based on trends in tech stocks and Treasury bonds and overbought/oversold readings. When signals conflict, it holds T‑bills. High risk due to leverage and fast shifts.
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.
What it trades: GDXU (3x long gold‑miner ETF), GDXD (3x short miners), or BIL (T‑bills). It reads trends in QQQ (big tech) and TLT (long Treasuries), plus miners/gold strength and whether recent moves look stretched (RSI).<br>• Bonds strong or miners strong vs tech → often GDXU.<br>• Tech/rates strong or miners overheated → GDXD.<br>• Mixed signals → BIL.<br>Rebalanced daily; very volatile.
A daily switcher that flips between 3x long or 3x short gold‑miner ETFs based on trends in tech stocks and Treasury bonds and overbought/oversold readings. When signals conflict, it holds T‑bills. High risk due to leverage and fast shifts.
Exploits macro shifts with 3x miner exposure. OOS: ~22% annualized vs SPY ~14.6%; Calmar ~1.83—strong risk-adjusted upside. Max drawdown ~12% (vs SPY ~3%), higher volatility, but gains in trending markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, gold miners, high risk, leveraged etfs, long/short, macro signals, mean-reversion, momentum, tactical, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.09% | ||
| Return, trailing 1 month (out-of-sample) | -3.59% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.25% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 41.47% |
Composer Technologies · Composer
Composer Technologies · Composer
