Composer · investment strategy
by Composer Technologies · via Composer
Mostly gold (95% GLD) with a 5% tactical sleeve that switches among 2x long MSTR (MSTU), 2x inverse MSTR (MSTZ), or 2x gold (UGL) using MSTU’s RSI. Goal: steady gold core with a small, rules-based MicroStrategy/Bitcoin boost.
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.
- 95% stays in GLD (big gold ETF). 5% is tactical.<br>- That 5% uses MSTU’s RSI (0–100 gauge of recent price heat: high=overheated, low=washed out).<br>• RSI>80: hold MSTZ (2x inverse MSTR).<br>• RSI<30 or >60 or 10‑day RSI<40: hold MSTU (2x long MSTR).<br>• Otherwise: hold UGL (2x gold).<br>Rebalanced daily.
Mostly gold (95% GLD) with a 5% tactical sleeve that switches among 2x long MSTR (MSTU), 2x inverse MSTR (MSTZ), or 2x gold (UGL) using MSTU’s RSI. Goal: steady gold core with a small, rules-based MicroStrategy/Bitcoin boost.
Gold-core portfolio (95% GLD) with a 5% RSI-driven sleeve aims inflation-hedged diversification and a crypto proxy. With out-of-sample 14.8% annualized return and beta ~0.73 vs SPY, it complements broad-market exposure through daily rebalancing.
a mashup of the goats
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, gold core, leveraged etfs, microstrategy/bitcoin tilt, tactical rsi overlay | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.46% | ||
| Return, trailing 1 month (out-of-sample) | -4.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.15% | ||
| Return, trailing 3 months (out-of-sample) | 4.27% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.97% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.67% |
Composer Technologies · Composer
Composer Technologies · Composer
