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Symphonies
EM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑risk, tactical EM strategy that flips among 3x long EM (EDC), 3x short EM (EDZ), or T‑Bills (BIL). Uses a volatility kill‑switch, an inflation‑trend gate, EM trend, and simple cross‑asset momentum “heat” checks to decide. Usually ~90% in EDC/EDZ.
NutHow it works
Daily. If volatility runs hot (VIXM RSI>70), park in BIL (T‑Bills). If not, and inflation is trending up (RINF>50‑day avg), first: if EM is very oversold (EEM RSI<30) go long EDC (3x EM). Else use trend (EEM>200‑day) and simple “heat” checks (RSI) vs Treasuries (IEI) and small‑caps (IWM) to pick 3x long (EDC) or 3x short (EDZ), usually 90% invested. If no inflation uptrend, compare corporate bonds (CORP) vs S&P 500 (SPY). RSI=recent speed; moving average=trend line.
CheckmarkValue prop
Dynamic EM tilt with volatility guards offers diversification vs SPY via negative SPY beta and inflation-aware signals. Out-of-sample return ~14.8% vs SPY ~18.6%, but risk controls seek lower correlation and resilience in mixed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.890.310.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
585.27%14.51%1.36%13.5%0.9
EM
7,181,571.68%119.7%-13.56%-46.72%1.72
Initial Investment
$10,000.00
Final Value
$718,167,167.99
Regulatory Fees
$2,278,980.16
Total Slippage
$21,943,803.57
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, momentum/rsi, trend filters, inflation regime, volatility filter, leveraged etfs, long/short
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
RINF
ProShares Inflation Expectations ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"EM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"EM" is currently allocated toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "EM" has returned 14.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "EM" is 62.35%. 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 "EM", 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.