Composer · investment strategy
by Composer Technologies · via Composer
Buys whichever metal or steel ETF has dropped the most recently, expecting a rebound. Chooses daily from: gold (GLD), silver (SLV), platinum (PPLT), palladium (PALL), copper (CPER), or steel stocks (SLX). Very concentrated and volatile.
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 ()
0 of 6 funds in its are
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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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 watches six metal-focused ETFs: GLD (gold), SLV (silver), PPLT (platinum), PALL (palladium), CPER (copper), and SLX (steel stocks). Each day it looks back over a recent 10‑period window, finds which one fell the most, buys that one, and holds until the next check. It’s a contrarian “buy the dip” rotation.
Buys whichever metal or steel ETF has dropped the most recently, expecting a rebound. Chooses daily from: gold (GLD), silver (SLV), platinum (PPLT), palladium (PALL), copper (CPER), or steel stocks (SLX). Very concentrated and volatile.
Out-of-sample edge: higher risk-adjusted returns vs the S&P through a daily laggard-metal/steel rotation. Sharpe ~1.72 vs 1.42, Calmar ~3.45, ~79% annualized return, alpha ~0.41%, with drawdown ~23%. Higher upside, but more volatility.
Without 2014 2015 cagr is about 10%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1B | 2026-10-11 | |
| Backtest regulatory fees | $10.6M | 2026-10-11 | |
| Backtest slippage cost | $101.3M | 2026-10-11 |
| AI categories (Composer) | commodities, contrarian, daily rebalance, industrial metals, mean reversion, metals, precious metals, rotation, single-position | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "CPER", "GLD", "PALL", "PPLT", "SLV", "SLX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 106 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,735 | 2026-10-11 | |
| Out-of-sample length | 384 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 128.28% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 20629k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 78.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 143.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 66.54% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 66.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 75.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 84.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 93.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
