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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

A daily, rules‑based switch between EEM (emerging‑market stocks) and EUM (inverse EM), using trend filters and an RSI momentum check that compares bond ETFs to stock ETFs. It aims to own EM when bonds show more strength, and short EM when stocks lead.
NutHow it works
Each day it picks EEM (emerging‑market stocks) or EUM (the inverse of EEM, which rises when EEM falls). It checks trends (EEM vs 200‑day; BIL=T‑bills vs 50‑day), then compares short‑term “RSI” (a 0–100 momentum score) of bond funds IGIB (corp bonds) and IEI (US Treasuries) against stock funds SPY (S&P 500), IWM (small caps) and EEM. If bonds look stronger, it holds EEM; if stocks look stronger, it holds EUM.
CheckmarkValue prop
Out-of-sample edge: 35% annual return vs 19.6% S&P, Sharpe 1.82 vs 1.10, max drawdown 15% vs 18.8%, low beta ~0.30. A rule-based EM long/short strategy offers higher risk-adjusted growth and downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.160.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
536.92%10.65%-0.15%0.4%0.61
EM GFC
22,331.66%34.42%1.35%5.57%1.22
Initial Investment
$10,000.00
Final Value
$2,243,166.42
Regulatory Fees
$9,059.83
Total Slippage
$55,711.29
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, momentum, trend following, long/short, inverse etf, rules-based
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 37.35%. 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.