Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly mix of gold (GLD) and the US dollar (UUP), giving more weight to whichever has been calmer recently. It aims to cushion market turbulence without relying on VIX futures.
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.
2 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 2 funds in its are
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Each month the strategy looks at how bumpy the last ~1 month has been for two funds: GLD (gold prices) and UUP (the US dollar versus major currencies). It puts more money in the one that’s been calmer and less in the jumpier one, then repeats monthly. The goal is steadier, defensive performance.
A simple monthly mix of gold (GLD) and the US dollar (UUP), giving more weight to whichever has been calmer recently. It aims to cushion market turbulence without relying on VIX futures.
Defensive sleeve for an equity portfolio: gold and USD, tilted by recent calmness. Out-of-sample: Sharpe ~1.90 vs SPY ~0.88; max drawdown ~3.3% vs ~22%; Calmar ~3.13; annualized ~10.3% vs SPY ~14.7%. Smoother ride with downside protection.
It takes two to tango. Or in this case to create a simple volatility hedge without using VIX futures. The challenge with VIX futures is that the constant rolling forward of the contracts is expensive. This symphony offers an alternative without the expected long-term negative return. The US dollar and gold are safe havens during times of market and geopolitical turbulence and may offer a ballast during volatility spikes. This symphony was developed by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27k | 2026-10-19 | |
| Backtest regulatory fees | $10 | 2026-10-19 | |
| Backtest slippage cost | $39 | 2026-10-19 |
| AI categories (Composer) | commodities, currency, defensive, inverse-vol weighting, safe haven, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "UUP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-19 |
| Remixes (copies) | 408 | 2026-10-19 | |
| Watchers | 374 | 2026-10-19 |
| Backtest length | 4,921 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 5.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 166.42% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 10.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.80% | ||
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.26% | ||
| Return, trailing 1 week (out-of-sample) | -0.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.63% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 6.92% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.53% | ||
| SPY annualized return over the backtest window (backtest) | 11.03% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.40 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.13 | ||
| Maximum drawdown, backtest period (backtest) | -12.87% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.30% | ||
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.90 | ||
| Sortino ratio, backtest period (backtest) | 1.28 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 6.00% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 5.26% |
| Risk rating (Composer data field) | Aggressive | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 1.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.02 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.12% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
