Composer · investment strategy
by Composer Technologies · via Composer
A tactical, gold‑focused strategy. In uptrends it buys gold and gold miners, favoring recent dips. When moves get stretched, it hedges or steps to cash. In downtrends it may short on pops or rotate to cash, dollar strength, value stocks, or 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.
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.
3.4% of weight in (IVV: 3.0%)
2 funds (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. : 99% · 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 ()
6 of 13 funds in its are : DUST, GLL, JDST, NUGT, SVXY, 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.
First, it checks if gold’s trend is up (recent 30-day average above the 40-day). If up, it buys gold and gold-miner funds, tilting toward the one that just fell more. If a rally looks stretched (RSI, a 0–100 “how hard/fast it moved” score, is high), it cools off with hedges or cash. If gold’s trend is down, it may short gold/miners after sharp pops, or rotate into T‑Bills (BIL/SHV/SHY), the U.S. dollar (UUP), value stocks (SPYV), or a volatility fund (SVXY). Rebalances daily.
A tactical, gold‑focused strategy. In uptrends it buys gold and gold miners, favoring recent dips. When moves get stretched, it hedges or steps to cash. In downtrends it may short on pops or rotate to cash, dollar strength, value stocks, or volatility.
Gold-focused, regime-driven strategy diversifies a stock portfolio with low SPY beta (~0.30) and built-in risk controls. It blends gold/miners upside with hedges/cash in downturns for inflation exposure and diversification beyond the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $609k | 2026-10-19 | |
| Backtest regulatory fees | $4,785 | 2026-10-19 | |
| Backtest slippage cost | $38k | 2026-10-19 |
| AI categories (Composer) | defensive cash, leveraged etfs, mean-reversion, miners, momentum rotation, precious metals, risk-on/risk-off, tactical gold strategy, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 114 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DUST", "GDX", "GLD", "GLL", "JDST", "NUGT", "SHV", "SHY", "SPYV", "SVXY", "UGL", "UUP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 |
| Remixes (copies) | 21 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,269 | 2026-10-19 | |
| Out-of-sample length | 649 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 37.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5987% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.64% | ||
| Return, trailing 1 day (out-of-sample) | 0.00% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -9.48% | ||
| Return, trailing 1 week (out-of-sample) | -0.72% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -15.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -15.83% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.07% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -3.65% | ||
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.37 | ||
| Maximum drawdown, backtest period (backtest) | -42.43% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.43% | ||
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.11% |
| Annualized turnover, backtest period (backtest) | 66.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.24% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.01% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
