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Symphonies
CQ_APAC vs. Europe ✌️
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple contrarian switch: compare 30‑day returns of Pacific (IPAC) vs. Europe (IEUR). Own 100% of the recent laggard, aiming for a rebound. Concentrated and can switch often; exposed to regional and currency swings.
NutHow it works
It compares the last ~30 days of performance for two broad stock funds: IPAC (Pacific region like Japan/Australia) and IEUR (Europe). It buys 100% of the one that did worse, expecting a rebound. At the next check, it switches only if the laggard changes.
CheckmarkValue prop
Out-of-sample: Sharpe ~1.50 vs SPY ~0.92; annualized return ~26.5% vs 16.3%; max drawdown ~13.4% vs 18.8%; Calmar ~1.98. A simple contrarian regional rotation aiming for higher risk-adjusted gains and lower drawdown than the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, regional rotation, mean reversion, tactical, developed markets, single-etf
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
IEUR
iShares Core MSCI Europe ETF
Stocks
IPAC
iShares Core MSCI Pacific ETF
Stocks

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.

"CQ_APAC vs. Europe ✌️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ_APAC vs. Europe ✌️" is currently allocated toIEUR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_APAC vs. Europe ✌️" has returned 22.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_APAC vs. Europe ✌️" is 13.42%. 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 "CQ_APAC vs. Europe ✌️", 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, and options.