Composer · investment strategy
by Composer Technologies · via Composer
A metals portfolio that shifts with stock market momentum: when stocks look strong, add silver, palladium, copper and rare‑earth exposure; when weak, stick to gold, silver and platinum; in between, lean heavily on gold. 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.
“Rebalanced daily.”
“If RSI<46 (risk‑off): hold GLD/SLV/PPLT equally.”
“If RSI>47 (risk‑on): GLD 20, SLV 30, PALL 20, SCCO 5, REMX 15, PPLT 10”
“Else: go neutral—mostly GLD, small SLV/PPLT/PALL/REMX, no SCCO.”
“Uses the 14‑day RSI of VTI (a total U.S. stock fund) to read market mood.”
“hold GLD/SLV/PPLT equally”
“GLD 20, SLV 30, PALL 20, SCCO 5, REMX 15, PPLT 10”
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
5 missing
The text the rules are quoted from, with where it came from.
Uses the 14‑day RSI of VTI (a total U.S. stock fund) to read market mood. RSI is a 0–100 score of recent price strength. If RSI>47 (risk‑on): GLD 20, SLV 30, PALL 20, SCCO 5, REMX 15, PPLT 10. If RSI<46 (risk‑off): hold GLD/SLV/PPLT equally. Else: go neutral—mostly GLD, small SLV/PPLT/PALL/REMX, no SCCO. Rebalanced daily. Tickers: GLD=gold, SLV=silver, PPLT=platinum, PALL=palladium, SCCO=copper miner, REMX=rare‑earth miners, VTI=U.S. stocks.
A metals portfolio that shifts with stock market momentum: when stocks look strong, add silver, palladium, copper and rare‑earth exposure; when weak, stick to gold, silver and platinum; in between, lean heavily on gold. Rebalanced daily.
RSI-driven metals strategy provides a diversified, rules-based hedging tilt beyond the S&P. It blends gold safety with industrial metals to capture metal cycles. OOS returns lag SPY and drawdowns are larger, so use as a portfolio diversifier, not a sole core.
The "Risk-Adaptive Metals Portfolio" strategy dynamically allocates investments among various precious and industrial metals based on the relative strength index (RSI) of the Vanguard Total Stock Market ETF (VTI). When the RSI indicates a "Risk-On" environment (above 47), the strategy aggressively tilts towards a diversified mix of gold, silver, palladium, copper, and rare earth metals. In a "Risk-Off" scenario (RSI below 46), the portfolio shifts to a more defensive stance, equally distributing investments among gold, silver, and platinum. If the market is neutral, the strategy maintains a balanced allocation with a heavier emphasis on gold, complemented by lighter exposure to other metals, ensuring adaptability to varying market conditions.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | dynamic etf/stock mix, industrial metals, metals, momentum, precious metals, risk-on/off, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.06% | ||
| Return, trailing 1 month (out-of-sample) | -9.01% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.96% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.15 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.35 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.25% |
Composer Technologies · Composer
Composer Technologies · Composer
