Composer · investment strategy
by Composer Technologies · via Composer
A daily contrarian strategy across metals and steel: it buys the worst 10-day performer among gold, silver, platinum, palladium, and steel stocks, aiming for a rebound. Highly concentrated and volatile; trading costs and taxes matter.
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 5 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.
Each day, it looks at five funds and how they did over the last 10 trading days. It buys the one that fell the most, expecting a short-term bounce, and holds it until the next day, then repeats.<br>Funds: GLD=gold, SLV=silver, PPLT=platinum, PALL=palladium, SLX=steel stocks.
A daily contrarian strategy across metals and steel: it buys the worst 10-day performer among gold, silver, platinum, palladium, and steel stocks, aiming for a rebound. Highly concentrated and volatile; trading costs and taxes matter.
Out-of-sample, this daily metals/steel contrarian yields ~86.41% annualized return with a 1.83 Sharpe and 3.71 Calmar—strong risk-adjusted upside versus the S&P, but ~23% max drawdown and higher turnover costs.
Without 2014 2015 copper spike RR is 10% and 56% dd, removing copper illustrates this. Look at with copper mej8etZY9JAFPWtL1RGU
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103k | 2026-10-11 | |
| Backtest regulatory fees | $840 | 2026-10-11 | |
| Backtest slippage cost | $5,749 | 2026-10-11 |
| AI categories (Composer) | commodities, contrarian, daily rebalancing, mean reversion, precious metals, sector rotation, single-etf, steel equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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[ "GLD", "PALL", "PPLT", "SLV", "SLX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 112 | 2026-10-11 | |
| Watchers | 52 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,203 | 2026-10-11 | |
| Out-of-sample length | 354 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 14.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 926.64% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.45% | 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) | 78.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 78.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.47% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.71 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.67 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
