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Symphonies
CQ_Developed Emerging Mkts ✌️
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-part momentum that rotates between Emerging Markets (EEM) and the Global market (ACWI) using last‑30‑day performance. The “Developed” signal uses IDEV for comparison but, as configured, also routes into EEM when positive.
NutHow it works
Split the money 50/50 into two decisions. For the “Emerging” half: if the Emerging Markets ETF (EEM) beat the Global market ETF (ACWI) over the last 30 days, hold EEM; otherwise hold ACWI. For the “Developed” half: it compares the Developed ex‑US ETF (IDEV) to ACWI, but (as set up) also buys EEM when IDEV wins; otherwise ACWI. Emerging = developing countries; Developed ex‑US = rich countries outside the US; ACWI = world stocks.
CheckmarkValue prop
Out-of-sample: ~21.7%/yr return, Sharpe ~1.30 vs SPY ~0.91, drawdown ~15% (vs ~18.8%), beta ~0.71, Calmar ~1.44. Two-sleeve global momentum aims for higher risk-adjusted upside with lower market beta than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.860.780.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
227.41%14.85%1.36%5.73%0.83
CQ_Developed Emerging Mkts ✌️
125.22%9.94%0.69%8.15%0.61
Initial Investment
$10,000.00
Final Value
$22,522.37
Regulatory Fees
$92.81
Total Slippage
$577.38
Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Global equities, momentum, tactical rotation, emerging markets, developed markets, etf, 30-day lookback
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.

"CQ_Developed Emerging Mkts ✌️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ_Developed Emerging Mkts ✌️" is currently allocated toACWI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_Developed Emerging Mkts ✌️" has returned 21.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_Developed Emerging Mkts ✌️" is 15.04%. 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_Developed Emerging Mkts ✌️", 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.