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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

Own the recent regional winner. It looks at the past 30 trading days of Latin America (ILF) vs Europe (IEUR) and puts 100% into whichever did better, switching when leadership changes.
NutHow it works
Each check, it compares the last ~30 trading days of performance. If iShares Latin America 40 (ILF)—big Latin American companies—beat iShares Core MSCI Europe (IEUR)—a broad Europe stock basket—it owns ILF; otherwise IEUR. 100% goes to the winner, switching when leadership flips. ILF leans to Brazil/Mexico and sectors like financials, materials, energy; IEUR spreads across major European markets and sectors.
CheckmarkValue prop
Out-of-sample, this two-region momentum strategy offers near-SPY upside (≈15.5% vs 16.3%) with lower risk: drawdown 16.6% vs 18.8%, beta ≈0.63, Calmar ≈0.93, Sharpe ≈0.87. Diversified, downside-protected exposure with strong risk-adjusted return.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.890.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
338.14%13.45%6.16%5.09%0.81
CQ_LatAm vs. Europe ✌️
176.09%9.06%9.66%12.92%0.5
Initial Investment
$10,000.00
Final Value
$27,608.51
Regulatory Fees
$124.15
Total Slippage
$736.16
Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, regional rotation, momentum, trend-following, etfs
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 15.09%. 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.