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

About

A simple binary regional-rotation: compare ILF vs SPY over 30 days and hold 100% in the winner (ILF for LatAm or SPY for North America). No fixed rebalancing schedule; outcome is a single-asset tilt.
NutHow it works
This strategy compares the last 30 days of performance between two ETFs: ILF (iShares Latin America 40 ETF) and SPY (SPDR S&P 500 ETF Trust). If ILF’s 30-day cumulative return is higher than SPY’s, the strategy allocates 100% of funds to ILF. If SPY’s 30-day cumulative return is higher, it allocates 100% to SPY. There is no scheduled rebalancing; the position switches only when the rule’s condition changes. The result is a single-asset exposure at any time (either ILF or SPY). The corridor parameter (0.05) exists but is not used for partial reallocations in this setup.
CheckmarkValue prop
Out-of-sample, this simple ILF-vs-SPY rotation delivers ~43% annualized return vs SPY's ~16%, higher Sharpe (~2.04 vs 0.92), and lower drawdown (12.6% vs 18.8%), offering stronger upside with tighter risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.020.620.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
812.89%9.56%-1.77%0.2%0.58
CQ_North America vs. LatAm ✌️
4,085.66%16.67%-5.52%11.81%0.75
Initial Investment
$10,000.00
Final Value
$418,565.85
Regulatory Fees
$1,371.87
Total Slippage
$8,524.05
Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, regional rotation, binary allocation, 30-day lookback
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
ILF
iShares Latin America 40 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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_North America vs. LatAm ✌️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ_North America vs. LatAm ✌️" is currently allocated toILFandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ_North America vs. LatAm ✌️" has returned 32.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ_North America vs. LatAm ✌️" is 12.61%. 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_North America vs. LatAm ✌️", 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.