Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical gold strategy mixing trend filters with mean reversion. Trades leveraged gold/miner ETFs (UGL, GLL, NUGT, DUST/JDST) and shifts to T‑bills or US dollar when signals are weak. High risk/volatility.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
4 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.7% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
65.1% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
6 of 13 funds in its are : DUST, GLL, JDST, NUGT, SVXY, UGL
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Rebalanced daily. It trades gold and gold‑miner ETFs using two cues:<br>- Moving averages: avg price over X days; above a longer one = uptrend.<br>- RSI: how fast price moved; high=overbought, low=oversold.<br>ETFs: UGL=2x long gold, GLL=2x short gold; GLD=gold; GDX=miners; NUGT=2x miners; DUST/JDST=short miners; BIL/SHV/SHY=T‑bills; UUP=US$.<br>Uptrends: hold UGL/NUGT unless RSI is very high (then hedge/short). Downtrends: short or hold T‑bills. If signals conflict, rotate into T‑bills/US$ by recent returns. Uses leverage; swings can be large.
Daily tactical gold strategy mixing trend filters with mean reversion. Trades leveraged gold/miner ETFs (UGL, GLL, NUGT, DUST/JDST) and shifts to T‑bills or US dollar when signals are weak. High risk/volatility.
Gold-centric, regime-driven strategy adds diversification with a low equity beta (~0.43) and ~20.6% out-of-sample annualized return. It has higher drawdowns and lower risk-adjusted return, so best as a tactical sleeve, not core holding.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $336k | 2026-10-19 | |
| Backtest regulatory fees | $844 | 2026-10-19 | |
| Backtest slippage cost | $5,872 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, gold, gold miners, leveraged etfs, mean reversion, risk-on/off, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 218 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 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) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 |
| Remixes (copies) | 119 | 2026-10-19 | |
| Watchers | 43 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,269 | 2026-10-19 | |
| Out-of-sample length | 389 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 31.10% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3257% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.06% | ||
| Return, trailing 1 day (out-of-sample) | -0.16% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -8.87% | ||
| Return, trailing 1 week (out-of-sample) | 3.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -14.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -6.87% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.65% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -18.01% | ||
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, backtest period (backtest) | -50.50% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.50% | ||
| Sharpe ratio, backtest period (backtest) | 1.18 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.36% |
| Annualized turnover, backtest period (backtest) | 25.78 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.05% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
