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Symphonies
2007 EM's - EDC/EDZ -> EEM/EUM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based EM strategy that flips between long EM (EEM), short EM (EUM), and T‑Bills using momentum extremes, a 200‑day trend filter, and bond‑vs‑stock strength signals across several blended sub‑models.
NutHow it works
Each day it decides: be long EM stocks (EEM), short EM (EUM), or partly in T‑Bills (BIL/SHV). It checks three things: 1) EM momentum extremes (RSI): fade very hot, buy very washed-out; 2) Trend (EEM vs 200‑day average); 3) Safety vs risk strength (bonds vs stocks/sectors/energy). Four similar “voters” are blended.
CheckmarkValue prop
Out-of-sample EM-tactical strategy offers higher risk-adjusted returns than the S&P with lower risk: Sharpe ~4.78 vs 2.60, annualized return ~44.6% vs 32.1%, max drawdown ~2.35% vs 5.07%, beta ~0.05.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.110.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
534.4%10.77%1.36%5.73%0.61
2007 EM's - EDC/EDZ -> EEM/EUM
39,793.53%39.31%1.49%14.63%2.07
Initial Investment
$10,000.00
Final Value
$3,989,352.97
Regulatory Fees
$16,466.49
Total Slippage
$100,173.78
Invest in this strategy
OOS Start Date
Jun 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, momentum, trend, risk-on/off, relative strength, inverse etf, etf rotation, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"2007 EM's - EDC/EDZ -> EEM/EUM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 EM's - EDC/EDZ -> EEM/EUM" is currently allocated toEEMandEUM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 EM's - EDC/EDZ -> EEM/EUM" has returned 44.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 EM's - EDC/EDZ -> EEM/EUM" is 2.35%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "2007 EM's - EDC/EDZ -> EEM/EUM", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.