Composer · investment strategy
by Composer Technologies · via Composer
Own gold (GLD) when it’s in a long‑term uptrend. If gold is in a downtrend, buy sharp dips, short sharp spikes with GLL, or sit in a volatility‑balanced mix of SPY/IEF/TLT. Rebalanced daily.
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.
4 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.
0.8% of weight in (IVV: 3.0%)
3 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. : 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 ()
1 of 5 funds in its are : GLL
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 Leveraged ETFs 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 day:<br>- If GLD (a gold ETF) is above its 200‑day average price (long‑term uptrend), hold GLD.<br>- If below: if its 2‑day RSI is very low (it just dropped hard), buy GLD; if very high (it just spiked), buy GLL (2× inverse gold). Otherwise hold SPY (US stocks), IEF/TLT (US Treasury bonds), sized more to the calmer ones (last 30 days).
Own gold (GLD) when it’s in a long‑term uptrend. If gold is in a downtrend, buy sharp dips, short sharp spikes with GLL, or sit in a volatility‑balanced mix of SPY/IEF/TLT. Rebalanced daily.
Out-of-sample edge: ~25% annual return vs ~18% S&P; Sharpe ~1.11 vs ~1.07; Calmar ~1.04. Gold-tilted trend/mean-reversion with stock/bond diversification delivers higher risk-adjusted gains (drawdowns may be larger).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77k | 2026-10-19 | |
| Backtest regulatory fees | $194 | 2026-10-19 | |
| Backtest slippage cost | $1,348 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, gold, inverse etf, mean-reversion, tactical asset allocation, trend-following, volatility-weighted | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 17 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "GLL", "IEF", "SPY", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 |
| Remixes (copies) | 39 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 5,313 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.20% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 674.87% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.72% | ||
| Return, trailing 1 day (out-of-sample) | -0.25% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.57% | ||
| Return, trailing 1 week (out-of-sample) | 0.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 4.25% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.32% | ||
| SPY annualized return over the backtest window (backtest) | 11.12% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, backtest period (backtest) | -27.84% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.91% | ||
| Sharpe ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Sortino ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.29% |
| Annualized turnover, backtest period (backtest) | 10.36 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.89% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.03% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
