Composer · investment strategy
by Composer Technologies · via Composer
A small weekly “dollar hedge” sleeve that uses simple momentum checks to toggle among leveraged gold, S&P 500, MicroStrategy (Bitcoin proxy), or short long‑term Treasuries, while always keeping a small long euro/yen position.
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.
4 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.
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% · 2026-10-19 ()
100.0% 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 ()
5 of 9 funds in its are : SPXL, TMV, UGL, ULE, YCL
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.
Each week it runs quick “strength” checks (RSI: a 0–100 score of recent price moves). If the US dollar (UUP) looks firm, it buys either 2x gold (UGL) if cash‑like T‑bills (BIL) are strong, or 3x S&P 500 (SPXL) otherwise. If the dollar looks weak, it buys MicroStrategy (MSTR, a Bitcoin proxy) when Nasdaq (QQQ) is strong, or a −3x long‑bond fund (TMV) if not. A small, constant slice stays long 2x euro (ULE) and 2x yen (YCL). Uses leveraged ETFs (high risk).
A small weekly “dollar hedge” sleeve that uses simple momentum checks to toggle among leveraged gold, S&P 500, MicroStrategy (Bitcoin proxy), or short long‑term Treasuries, while always keeping a small long euro/yen position.
Out-of-sample edge: ~42.6% annualized return vs S&P ~19.8%, with solid risk-adjusted metrics (Calmar ~1.06, Sharpe ~1.07). Diversified across gold, equities, currencies, crypto proxy and USD hedge; drawdowns can reach ~40%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-19 | |
| Backtest regulatory fees | $1,115 | 2026-10-19 | |
| Backtest slippage cost | $7,111 | 2026-10-19 |
| AI categories (Composer) | crypto-beta, currencies, dollar hedge, equities, gold, leveraged etfs, multi-asset, rates, tactical momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | weekly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "MSTR", "QQQ", "SPXL", "TMV", "UGL", "ULE", "UUP", "YCL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 |
| Remixes (copies) | 134 | 2026-10-19 | |
| Watchers | 63 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,404 | 2026-10-19 | |
| Out-of-sample length | 308 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.27% | ||
| Return, trailing 1 day (out-of-sample) | -0.16% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -9.13% | ||
| Return, trailing 1 week (out-of-sample) | -1.15% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -1.39% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.33% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.24% | ||
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.73 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Maximum drawdown, backtest period (backtest) | -45.75% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.17% | ||
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 1.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 33.01% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.16% |
| Annualized turnover, backtest period (backtest) | 11.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.34 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.45% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.19% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
