Composer · investment strategy
by Composer Technologies · via Composer
Daily, gold‑centric strategy that uses trend and “overbought/oversold” signals to switch among long gold, short gold, miners, or cash‑like funds. It sometimes tilts to USD, stocks, or volatility in extremes. Heavy use of leveraged ETFs → high risk.
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.
9 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.
1.0% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
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 ()
30.1% 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 ()
9 of 20 funds in its are : DUST, GLL, JDST, NUGT, SVXY, TQQQ, UGL, UPRO, UVXY
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.
A gold‑focused, daily strategy. It checks trend (price vs its 50–200 day averages) and “stretch” using RSI, a 0–100 heat meter: high=overbought, low=oversold. In uptrends it rides gold (GLD or 2x UGL); when too hot it may short (GLL) or miners (JDST/DUST). In weak trends it parks in cash‑like Treasuries (BIL/SHV/SHY) or the US dollar (UUP). Small slices trade miners (GDX/NUGT) and, during extremes, stocks (SPY/SPYV) or VIX funds (SVXY/UVXY). Caution: leveraged/inverse funds are very volatile.
Daily, gold‑centric strategy that uses trend and “overbought/oversold” signals to switch among long gold, short gold, miners, or cash‑like funds. It sometimes tilts to USD, stocks, or volatility in extremes. Heavy use of leveraged ETFs → high risk.
Go for Gold offers outsized out-of-sample upside: ~26.1% vs SPY ~23%, with alpha. Trend-following with hedges (gold, USD, Treasuries, volatility) for diversification and better risk-adjusted returns—though drawdowns are larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $249k | 2026-10-19 | |
| Backtest regulatory fees | $765 | 2026-10-19 | |
| Backtest slippage cost | $5,418 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, gold, gold miners, inverse etfs, leveraged etfs, mean reversion, precious metals, tactical, trend following, volatility etps | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 247 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBC", "DUST", "GDX", "GLD", "GLL", "JDST", "NUGT", "PALL", "SHV", "SHY", "SPY", "SPYV", "SVXY", "TQQQ", "UGL", "UPRO", "UUP", "UVXY", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 |
| Remixes (copies) | 61 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,269 | 2026-10-19 | |
| Out-of-sample length | 394 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 28.12% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2393% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.03% | ||
| Return, trailing 1 day (out-of-sample) | -0.20% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -5.89% | ||
| Return, trailing 1 week (out-of-sample) | 1.26% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.76% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.63% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.18% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -9.00% | ||
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Maximum drawdown, backtest period (backtest) | -29.72% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.72% | ||
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Sortino ratio, backtest period (backtest) | 2.32 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.73% |
| Annualized turnover, backtest period (backtest) | 27.79 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.84 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.08% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
