Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, gold-only strategy. When gold drops sharply or trends up, it uses a 3x leveraged gold note (SHNY); otherwise it holds regular gold (GLD). Seeks bigger moves but can be very volatile and is not diversified.
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%)
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% · 2026-10-11 ()
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 ()
1 of 2 funds in its are : SHNY
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.
It looks at how gold has moved lately using GLD (a large fund that tracks gold).<br>• If GLD fell hard recently (oversold), buy SHNY, a note that aims for about 3x gold’s daily move.<br>• Else if GLD has been rising over ~2 weeks, buy SHNY to ride the trend.<br>• Otherwise, hold GLD.<br>Only one is held at a time. This can be very volatile and risky due to leverage and daily reset in SHNY.
A rules-based, gold-only strategy. When gold drops sharply or trends up, it uses a 3x leveraged gold note (SHNY); otherwise it holds regular gold (GLD). Seeks bigger moves but can be very volatile and is not diversified.
Out-of-sample annualized return ~32% vs S&P ~18%, with low beta (~0.31) for diversification. Calmar ~0.56, positive risk-adjusted returns despite larger drawdowns; leveraged gold exposure aims for upside in inflationary regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27k | 2026-10-11 | |
| Backtest regulatory fees | $102 | 2026-10-11 | |
| Backtest slippage cost | $536 | 2026-10-11 |
| AI categories (Composer) | commodity, concentrated, etn, gold, leveraged, mean reversion, momentum, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SHNY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 911 | 2026-10-11 | |
| Out-of-sample length | 504 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 167.68% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -15.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -15.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.82 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
