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

About

A 15% emerging‑markets sleeve that uses two VWO trend checks. When a check is positive, it rotates into the two best‑performing EM ETFs; when not, it holds broad EM (EEM). Daily rebalanced, long‑only EM exposure.
NutHow it works
Allocates 15% of the portfolio to emerging‑market stocks. Each day it checks if a broad EM fund (VWO) is trending up by comparing recent price to a longer‑term average (25 vs 100 days, and 50 vs 200). For each test that’s positive, half of this sleeve buys the two EM ETFs with the best 1‑week performance (from VWO, EMXC ex‑China, SCHE, EEM, IEMG). If a test is negative, that half holds broad EM via EEM.
CheckmarkValue prop
Diversified EM trend sleeve: out-of-sample return 20.11% vs SPY 21.37%, but lower beta (~0.70), smaller drawdown (17.9% vs 18.8%), and Calmar ~1.12. Rotates into top EM ETFs for solid risk-adjusted upside with less risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.070.810.570.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
232.02%14.74%12.79%3.11%0.82
EM Trend sort
42.38%4.13%15.63%5.56%0.3
Initial Investment
$10,000.00
Final Value
$14,237.54
Regulatory Fees
$159.94
Total Slippage
$886.63
Invest in this strategy
OOS Start Date
Jun 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, trend-following, momentum, etf rotation, daily rebalance, long-only equities
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
EEM
iShares MSCI Emerging Markets ETF
Stocks
EMXC
iShares MSCI Emerging Markets ex China ETF
Stocks
IEMG
iShares Core MSCI Emerging Markets ETF
Stocks
SCHE
Schwab Emerging Markets Equity ETF
Stocks
VWO
Vanguard FTSE Emerging Markets 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 Trend sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "EM Trend sort" has returned 20.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "EM Trend sort" is 17.91%. 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 Trend sort", 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.