Composer · investment strategy
by Composer Technologies · via Composer
Own gold (GLD) only when its short-, medium-, and long-term average prices are all rising; otherwise sit in very short-term U.S. Treasuries (SHV). Checked daily to ride uptrends and step aside when momentum weakens.
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.
“If any test fails, hold SHV (very short‑term U.S. Treasury bills).”
“Rebalance daily.”
“If all three shorter averages are higher, hold GLD (gold).”
“Compare GLD’s 24-day avg to 60-day, 60 to 150, and 200 to 350.”
1 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%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-11 ()
0 of 2 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its Capital preservation 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it asks: is gold rising across short, medium, and long timeframes?<br>- Compare GLD’s 24-day avg to 60-day, 60 to 150, and 200 to 350.<br>- If all three shorter averages are higher, hold GLD (gold).<br>- If any test fails, hold SHV (very short‑term U.S. Treasury bills).<br>- Rebalance daily.
Own gold (GLD) only when its short-, medium-, and long-term average prices are all rising; otherwise sit in very short-term U.S. Treasuries (SHV). Checked daily to ride uptrends and step aside when momentum weakens.
Rules-based gold/t-bill timing: ride GLD in uptrends, switch to SHV when momentum wanes. Out-of-sample: 22.93% annualized return, Sharpe 1.30, Calmar 1.19, beta ~0.12, drawdown ~19%. A clear risk-adjusted edge vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $59k | 2026-10-11 | |
| Backtest regulatory fees | $26 | 2026-10-11 | |
| Backtest slippage cost | $229 | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, defensive, gold, momentum, rules-based, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SHV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 9.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 493.96% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 67.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
