Composer · investment strategy
by Composer Technologies · via Composer
A five-sleeve, all-weather mix: 3x US stocks, 3x long Treasuries, gold, crisis hedges (VIX futures & US dollar), plus a trend sleeve rotating among global stocks/commodities that falls back to Treasuries when weak. Uses leverage; high risk.
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.
Five sleeves with fixed weights:<br>- 24% UPRO (3x S&P 500) for growth<br>- 18% TMF (3x long US Treasuries) for rate drops/recessions<br>- 19% GLD (gold) for inflation/crises<br>- 21% split between VIXM (VIX “fear” futures) and UUP (strong US dollar), favoring the calmer one<br>- 18% trend sleeve: buy country stock ETFs that beat IEF (7–10y Treasuries) over 1y, and commodity ETFs that beat IEF over 1m; otherwise hold IEF.
A five-sleeve, all-weather mix: 3x US stocks, 3x long Treasuries, gold, crisis hedges (VIX futures & US dollar), plus a trend sleeve rotating among global stocks/commodities that falls back to Treasuries when weak. Uses leverage; high risk.
All-weather, five-sleeve strategy diversifies growth with crisis hedges (gold, VIX, USD) and trend momentum. Out-of-sample: Sharpe 0.43; 5.93% annualized; vol ~0.17; max drawdown 30.7% over ~1700 days. A crisis-tested complement to SPY.
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.
| AI categories (Composer) | all-weather, commodities, global equities, gold, leveraged etfs, macro, treasuries, trend, usd | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.63% | ||
| Return, trailing 1 month (out-of-sample) | -1.99% | ||
| Return, trailing 1 year (out-of-sample) | 5.31% | ||
| Return, trailing 3 months (out-of-sample) | -1.92% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.19 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.73% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.43 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.72% |
Composer Technologies · Composer
Composer Technologies · Composer
