Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical mix of USD, gold, and Bitcoin. Uses a short-term “heat” score and bond‑market health checks to switch between long/short USD, long/short gold (often 2x), and long/short Bitcoin.
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.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Rebalanced daily. It uses a 10‑day “speed/heat” score (RSI: 0–100; >70 hot, <30 cold) and short‑term returns to flip between the US dollar (UUP/UDN), gold (+/−2x via UGL/GLL; miners NUGT/JDST), and Bitcoin (BITO/BITI; GBTC).<br>Sleeve 1: gold—if too hot, short gold/miners; if too cold, buy 2x gold/miners; otherwise mix gold, dollar, Bitcoin.<br>Sleeve 2: bond check; if cash‑like funds beat riskier bonds → long USD + 2x gold, else short USD + short gold.<br>Sleeve 3: same check, but swaps USD vs Bitcoin.
Daily tactical mix of USD, gold, and Bitcoin. Uses a short-term “heat” score and bond‑market health checks to switch between long/short USD, long/short gold (often 2x), and long/short Bitcoin.
Low-correlation macro mix (SPY beta ~0.33) with positive oos risk-adjusted metrics: Sharpe ~0.97, Calmar ~1.38 over 502 days. Uses gold/Bitcoin and USD tilts to hedge inflation and regime shifts, diversifying beyond the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bitcoin, gold, leveraged etfs, long/short, momentum/rsi, tactical macro, us dollar | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.84% | ||
| Return, trailing 1 month (out-of-sample) | 0.30% | ||
| Return, trailing 1 year (out-of-sample) | 17.95% | ||
| Return, trailing 3 months (out-of-sample) | 1.91% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.53% |
Composer Technologies · Composer
Composer Technologies · Composer
