Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “Dragon”-style portfolio that rotates across stocks, bonds, gold/commodities, the US dollar, and volatility hedges. It leans into growth in calm uptrends and pivots to safety or shorts in stress, sometimes using 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.
14 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.
0.5% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 9.4% (DBC 25% × 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. : 96% · 2026-10-11 ()
27.3% 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 ()
14 of 37 funds in its are : FAS, PSQ, SDS, SH, SOXL, SPXL, SQQQ, SSO, TECL, TMF, TMV, TQQQ, 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.
Think of five buckets: 1) growth stocks, 2) Treasury bonds, 3) gold/commodities, 4) cash/US dollar, 5) crash protection (VIX/shorts). Rules tilt toward stocks when prices trend up, and shift to bonds, gold, commodities, the dollar, or hedges when stress appears. Signals use trend lines (moving averages), “heat” of recent moves (RSI), and drops from highs (drawdown). It sometimes uses leveraged or inverse ETFs to react faster.
Rules-based “Dragon”-style portfolio that rotates across stocks, bonds, gold/commodities, the US dollar, and volatility hedges. It leans into growth in calm uptrends and pivots to safety or shorts in stress, sometimes using leveraged ETFs.
Out-of-sample Sharpe ~1.42 vs SPY ~1.40; drawdown 12.5% vs 18.8%; Calmar ~1.54; ~19.3% annual return. Dragon rotates across assets with rules to grow in uptrends and shield in stress, offering superior risk-adjusted gains vs S&P 500.
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) | $428k | 2026-10-11 | |
| Backtest regulatory fees | $1,312 | 2026-10-11 | |
| Backtest slippage cost | $9,702 | 2026-10-11 |
| AI categories (Composer) | all-weather, commodities, gold, inverse etfs, leveraged etfs, long volatility, quantitative, risk parity, tactical allocation, treasuries, trend following, us dollar | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 335 | 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", "BSV", "BTAL", "DBC", "FAS", "GLD", "IEF", "PSQ", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SH", "SHV", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UUP", "UVXY", "VIXM", "XLE", "XLF", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4180% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
