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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

A daily, rules-based EM strategy that flips between 3x long (EDC) and 3x short (EDZ) using oversold, trend, and bond-vs-stock strength signals (EEM, IEI/IGIB vs IWM/SPY, SHV). Targets ~90% invested within a 25% sleeve. High risk due to leverage.
NutHow it works
It’s a daily switch between 3x long EM stocks (EDC) and 3x short (EDZ). If EM (EEM) is very oversold (many recent down days), it buys EDC. Otherwise it checks: EM’s 200‑day trend, whether bonds (IEI/IGIB) are stronger than stocks (IWM/SPY), and a T‑bill gauge (SHV) to pick which test to use. Based on these, it goes long or short. ~90% of this 25% sleeve is invested; 3x ETFs are high‑risk.
CheckmarkValue prop
Out-of-sample edge: EM sleeve aims ~89% annual return vs SPY ~16%, with Sharpe ~1.48 (vs 0.89) and Calmar ~2.08—a rules-based, risk-aware approach offering bigger upside with defined risk, though drawdowns can be larger in volatility.
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
931.17%14.77%1.36%5.73%0.86
EM ftlt from 2007 @ 2 Sharpe | Version 2
149,016,924.97%131.47%-0.97%72.1%1.65
Initial Investment
$10,000.00
Final Value
$14,901,702,496.97
Regulatory Fees
$22,476,587.26
Total Slippage
$161,658,672.11
Invest in this strategy
OOS Start Date
Oct 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical, leveraged etfs, momentum, mean reversion, relative strength, trend filter, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 89.08%. 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, crypto, and options.