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

About

A simple 1‑month momentum switch: hold 100% in the recent 30‑day winner between ILF (Latin America) and IEUR (Europe). Switch only when the other’s last‑30‑day return moves ahead.
NutHow it works
It compares two broad stock funds every time it checks: ILF (Latin American giants—mainly Brazil and Mexico; big in banks, materials, energy) and IEUR (large/mid European companies—UK, France, Germany, Switzerland, etc.). Whichever rose more over the last 30 days gets 100% of the money. It sticks with that pick until the other one becomes the 30‑day leader. A small 5% band helps avoid tiny, frequent switches.
CheckmarkValue prop
Rotates ILF vs IEUR on 30-day momentum. Out-of-sample: ~15.5% annualized, max drawdown 16.6% vs S&P 18.8%, beta ~0.63, Sharpe ~0.87, Calmar ~0.93. Lower drawdowns and market risk vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.880.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
319.22%13.17%0.54%-0.34%0.79
CQ_LatAm vs. Europe ✌️
153.79%8.37%-3.04%6.88%0.47
Initial Investment
$10,000.00
Final Value
$25,378.86
Regulatory Fees
$120.99
Total Slippage
$716.22
Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Momentum, regional rotation, equities, etfs, latin america, europe
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
IEUR
iShares Core MSCI Europe ETF
Stocks
ILF
iShares Latin America 40 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_LatAm vs. Europe ✌️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "CQ_LatAm vs. Europe ✌️" has returned 11.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_LatAm vs. Europe ✌️" is 16.59%. 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. 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.