Composer · investment strategy
by Composer Technologies · via Composer
An Artemis Dragon–inspired, all‑weather portfolio. It balances growth stocks, Treasuries (long or short), gold, dollar/commodities momentum, and crash hedges. It tilts into strength and cuts risk when markets overheat or trends break; may use leveraged ETFs.
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.
13 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.
1.3% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.3% (DBC 9% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
44.8% 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 ()
9 of 28 funds in its are : PSQ, SH, TECL, TMF, TMV, TYD, TYO, UPRO, UVXY
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 Leveraged ETFs 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 spreads money across 5 sleeves so at least one should help in any climate:<br>1) Stocks (sometimes with leverage) when trends are healthy.<br>2) Treasuries that flip long/short as rates fall/rise.<br>3) Gold as a constant hedge.<br>4) A momentum sleeve that owns the 2 strongest of stocks, bonds, US dollar, gold, cash, and commodities.<br>5) Crash protection with VIX-based funds and defensive ETFs (e.g., BTAL). It uses a heat gauge (RSI: 0–100) and simple trend checks (price vs 200‑day average) to dial risk.
An Artemis Dragon–inspired, all‑weather portfolio. It balances growth stocks, Treasuries (long or short), gold, dollar/commodities momentum, and crash hedges. It tilts into strength and cuts risk when markets overheat or trends break; may use leveraged ETFs.
All-season, rules-based portfolio across 5 sleeves (stocks, bonds, gold, momentum, crash hedges). Out-of-sample drawdown ~12% vs SPY ~19%; Calmar ~1.76; strong risk-adjusted profile and durable, regime-spanning returns.
The serpent represents times of growth and stability, the hawk times of change and volatility. And what do you get when you combine a serpent and a hawk? A dragon. This symphony is based on the Artemis Dragon Portfolio, which seeks to perform well both in times of growth and decline by balancing five high-level asset classes. We took some creative license in the implementation of this strategy to leverage the power of Composer and improve on the static ETF approaches currently available to retail investors. The symphony includes the #DEMAMO and #COMMO symphonies. This symphony was inspired by the Artemis Dragon Portfolio and developed by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $283k | 2026-10-11 | |
| Backtest regulatory fees | $673 | 2026-10-11 | |
| Backtest slippage cost | $4,951 | 2026-10-11 |
| AI categories (Composer) | all-weather, bonds, commodities, gold, leveraged etfs, long-volatility, multi-asset, risk-parity, tactical, trend-following, usd | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 209 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "GLD", "IEF", "PSQ", "QQQ", "SCHD", "SH", "SHV", "SHY", "SPY", "TECL", "TLT", "TMF", "TMV", "TYD", "TYO", "UPRO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 878 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2728% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 4.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.67% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
