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

About

Daily EM strategy that switches between long EEM and short via EUM. It compares bond ETFs’ strength to stock ETFs, gated by trends in cash (BIL) and EM (EEM). Typically ~90% invested with ~10% in cash.
NutHow it works
Daily it flips between EM stocks (EEM) and the inverse (EUM), ~10% cash. RSI = recent‑strength score (higher=stronger); MA = average price. If BIL (T‑bills) > 50‑day MA: if EEM > 200‑day MA use IEI (Treasuries) vs IWM (small‑caps) RSI; else use IGIB (corp bonds) vs EEM. If bonds win: EEM; else: EUM. If BIL ≤ MA: use IGIB vs SPY (S&P 500) RSI.
CheckmarkValue prop
Out-of-sample EM strategy beats the S&P on risk-adjusted return and downside risk: Sharpe 1.82 vs 1.10, annualized return 35.37% vs 19.58%, max drawdown 15.04% vs 18.76%, Calmar 2.35. Daily long/short EM with ~90% exposure and ~10% cash targets higher growth with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.160.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
540.91%10.7%1.75%5.97%0.61
EM GFC
23,577.66%34.88%5.07%13.89%1.23
Initial Investment
$10,000.00
Final Value
$2,367,766.50
Regulatory Fees
$9,056.57
Total Slippage
$55,690.49
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical, momentum/rsi, long/short, macro signals, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
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
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.

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

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

Year-to-date, "EM GFC" has returned 43.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "EM GFC" is 15.04%. 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 GFC", 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.