Composer · investment strategy
by Composer Technologies · via Composer
A tactical, gold‑centric plan: short gold when it looks overheated, buy leveraged gold/miners when washed‑out, fade big weekly spikes, and otherwise mix gold, the US dollar, and Bitcoin using a dollar‑strength signal. High risk/volatility.
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.
4 positions as of 2026-10-11
: 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%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
4 of 7 funds in its are : GLL, JDST, NUGT, UGL
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 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.
4 missing
The text the rules are quoted from, with where it came from.
RSI (0–100) gauges how “hot” or “cold” recent price moves are; >77=overheated, <33=washed‑out.<br>1) Check gold (GLD) RSI: if >77, use inverse 2x gold/miners (GLL, JDST). If <33, use bullish 2x gold/miners (UGL, NUGT).<br>2) Else, if gold jumped >6.5% in 7 days, short (GLL, JDST).<br>3) Else, check the US dollar (UUP) RSI: if >36, hold GLD (gold), UUP (dollar), GBTC (Bitcoin); otherwise hold JDST + GBTC. Equal weights.
A tactical, gold‑centric plan: short gold when it looks overheated, buy leveraged gold/miners when washed‑out, fade big weekly spikes, and otherwise mix gold, the US dollar, and Bitcoin using a dollar‑strength signal. High risk/volatility.
Out-of-sample annualized return ~46.6%, Sharpe ~1.22, Calmar ~2.19, beta ~0.32. A gold/dollar/Bitcoin tactical strategy offers stronger risk-adjusted returns and diversification vs the S&P with limited market beta.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $4,546 | 2026-10-11 | |
| Backtest slippage cost | $36k | 2026-10-11 |
| AI categories (Composer) | crypto, currency, gold, inverse etfs, leveraged etfs, mean-reversion, miners, momentum, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GBTC", "GLD", "GLL", "JDST", "NUGT", "UGL", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,876 | 2026-10-11 | |
| Out-of-sample length | 663 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 174.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 60.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 60.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
