Composer · investment strategy
by Composer Technologies · via Composer
A daily gold/silver strategy that buys dips and shorts pops (using 2x ETFs) when markets are normal, but hides in short‑term Treasuries when fear is high. Position size scales with yesterday’s move; otherwise it holds core gold/silver funds.
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.
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)
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 ()
10 of 16 funds in its are : AGQ, DUST, DZZ, GLL, JDST, JNUG, NUGT, UGL, UVXY, ZSL
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.
Two sleeves: gold and silver. Each day it:<br>1) Checks market “fear” (UVXY’s recent strength). If fear is extreme or low‑moderate, it parks in SHY (short‑term Treasuries). If fear is high, it only owns metals when price is above its 5‑day average.<br>2) In normal/medium fear, it bets on snap‑backs: after a big down day it buys 2x bull metal funds (gold: UGL/NUGT/JNUG; silver: AGQ), sized by how big the drop was. After a big up day it uses −2x bear funds (gold: GLL/DZZ/DUST/JDST; silver: ZSL). Otherwise it holds core metal funds (gold: GLD/IAU/SGOL; silver: SLV/SIVR).
A daily gold/silver strategy that buys dips and shorts pops (using 2x ETFs) when markets are normal, but hides in short‑term Treasuries when fear is high. Position size scales with yesterday’s move; otherwise it holds core gold/silver funds.
Out-of-sample edge: ~27.9% annualized return vs ~21.7% for S&P; Calmar ~1.02 signals solid risk-adjusted performance. Regime-aware metals strategy with fear hedging aims for higher upside while protecting capital in turbulence.
Gold by Garen Phillips Silver by Dereck Nielsen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46k | 2026-10-11 | |
| Backtest regulatory fees | $307 | 2026-10-11 | |
| Backtest slippage cost | $2,216 | 2026-10-11 |
| AI categories (Composer) | gold, leveraged etfs, precious-metals, silver, tactical mean reversion, treasuries, volatility regimes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 221 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.70 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "DUST", "DZZ", "GLD", "GLL", "IAU", "JDST", "JNUG", "NUGT", "SGOL", "SHY", "SIVR", "SLV", "UGL", "UVXY", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,273 | 2026-10-11 | |
| Out-of-sample length | 880 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 12.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 364.84% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -10.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
