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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

A two-sleeve, momentum-based rotation. Each half compares a region’s 30-day performance to the global market (ACWI). If stronger, it buys the region; otherwise it holds ACWI. As coded, both halves can end up in EEM, not IDEV.
NutHow it works
The portfolio is split into two equal halves. Each half checks how a region did over the last 30 days versus the world market (ACWI). If the region is stronger, that half buys the region; otherwise it holds ACWI. Tickers: EEM = emerging markets stocks; IDEV = developed markets outside the U.S.; ACWI = total world stocks. Note: The “Developed” half uses IDEV as a signal but currently buys EEM when strong (likely a typo).
CheckmarkValue prop
Out-of-sample edge: ~28.7% annual return vs 16.4% for the S&P 500; Sharpe ~1.68 vs 0.93; Calmar ~1.91; max drawdown ~15% vs ~19%; beta ~0.72. Momentum-driven global allocation with better upside and downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.870.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
221.86%14.14%-1.77%0.2%0.8
CQ_Developed Emerging Mkts ✌️
135.95%10.2%-5.79%6.91%0.62
Initial Investment
$10,000.00
Final Value
$23,594.78
Regulatory Fees
$95.65
Total Slippage
$596.01
Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Global equities, momentum rotation, tactical asset allocation, emerging markets, developed ex-us, acwi, eem, idev
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
IDEV
iShares Core MSCI International Developed Markets 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_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 toEEM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_Developed Emerging Mkts ✌️" has returned 21.10%. 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, and options.