Composer · investment strategy
by Composer Technologies · via Composer
Uses the US dollar’s trend to switch between a risk‑on mix (cash plus China stocks and gold) and a defensive mix (cash, gold, utilities). Sizes positions by recent volatility and keeps a steady cash cushion.
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.
2 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.
1.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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% · 2026-10-19 ()
0 of 4 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 Macro signals 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 watches UUP (an ETF that tracks the US dollar). If the dollar’s short‑term average price (~8 days) is below its long‑term average (200 days), the dollar is “weak.” When weak: 50% cash; the other 50% goes to FXI (big Chinese stocks) and GLD (gold), giving more to the steadier one (last 21 days). Otherwise: about 1/3 cash, 1/3 GLD, 1/3 XLU (utilities). Rebalances mainly when weights drift.
Uses the US dollar’s trend to switch between a risk‑on mix (cash plus China stocks and gold) and a defensive mix (cash, gold, utilities). Sizes positions by recent volatility and keeps a steady cash cushion.
Out-of-sample edge: 25.26% annualized return, Sharpe 1.44, Calmar 1.35, vol ~0.166, max drawdown ~18.7%. S&P: 19.29% return, Sharpe 1.17. USD-trend signals + cash buffer + inverse-vol sizing offer stronger, smoother risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $65k | 2026-10-19 | |
| Backtest regulatory fees | $56 | 2026-10-19 | |
| Backtest slippage cost | $220 | 2026-10-19 |
| AI categories (Composer) | cash buffer, china equities, gold, inverse-vol weighting, tactical allocation, usd trend signal, utilities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FXI", "GLD", "UUP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 121 | 2026-10-19 | |
| Watchers | 42 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,748 | 2026-10-19 | |
| Out-of-sample length | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 545.68% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.31% | ||
| Return, trailing 1 day (out-of-sample) | 0.58% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.69% | ||
| Return, trailing 1 week (out-of-sample) | -0.65% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -3.86% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 2.26% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.77% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.78% | ||
| SPY annualized return over the backtest window (backtest) | 11.16% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Maximum drawdown, backtest period (backtest) | -31.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.72% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Sortino ratio, backtest period (backtest) | 1.04 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.31% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.58% |
| Annualized turnover, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.23 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.66% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
