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Symphonies
EM ftlt from 2007 @ 2 Sharpe | Version 2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based EM sleeve that flips between 3× long (EDC) and 3× inverse (EDZ) using oversold rebounds, EM’s 200‑day trend, a T‑bill trend filter, and bond‑vs‑stock momentum. Rebalances daily; often keeps a small cash buffer.
NutHow it works
It trades emerging‑market stocks using 3× funds: EDC (bull) or EDZ (bear). If EEM (broad EM stocks) is very oversold (RSI<30; a 0–100 score of recent losses vs gains), it buys EDC. Otherwise it checks T‑bills (SHV) and EM’s 200‑day trend, then compares short‑term momentum (RSI) of bond funds (IEI or IGIB) versus stock funds (IWM, SPY, or EEM). If bonds look stronger, it buys EDC; if stocks look stronger, it buys EDZ. Often ~90% invested, ~10% cash.
CheckmarkValue prop
Out-of-sample, this EM-tactical strategy delivers superior risk-adjusted return and alpha vs the S&P 500: Sharpe 1.37 vs 0.91, Calmar ~1.79, and annualized return ~76.7% (vs ~16%). Uses 3x long/short EM with regime filters and a cash buffer for risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.90.90.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
913.58%14.41%-1.77%0.2%0.84
EM ftlt from 2007 @ 2 Sharpe | Version 2
168,681,284.28%130.05%-9.74%11.02%1.64
Initial Investment
$10,000.00
Final Value
$16,868,138,427.59
Regulatory Fees
$27,876,700.26
Total Slippage
$200,503,253.91
Invest in this strategy
OOS Start Date
Oct 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical, momentum, trend, mean‑reversion, cross‑asset signals, leveraged etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
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
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

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

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

Year-to-date, the symphony has returned 79.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.75%. 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 the symphony, 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.