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

About

A simple momentum switch between Latin America (ILF) and Pacific developed markets (IPAC): own the one with the stronger last‑30‑day performance, checked daily. Very concentrated and may flip often if trends reverse quickly.
NutHow it works
Each day, it compares the last 30 days’ performance of two broad stock ETFs: - ILF: big Latin American companies (mostly Brazil/Mexico; heavy in banks, materials, energy). - IPAC: Pacific developed markets (mostly Japan/Australia; mix of industrials, consumer, tech, financials). It puts 100% into the one that did better and switches if the leader changes.
CheckmarkValue prop
Out-of-sample edge: 23.9% annualized return vs 16.5% for the S&P 500; Sharpe 1.23 vs 0.90; Calmar 1.58; max drawdown 15.1% vs 18.8%; beta ~0.63 for smoother, higher risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, etf rotation, momentum, relative strength, regional rotation, latin america, asia-pacific, 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.

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

"CQ_LatAm vs. APAC ✌️" is currently allocated toILF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_LatAm vs. APAC ✌️" has returned 23.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_LatAm vs. APAC ✌️" is 15.06%. 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_LatAm vs. APAC ✌️", 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.