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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

Allocates 15% to emerging‑market stock ETFs. Uses two VWO trend checks; if up, buys the two best recent performers, else holds EEM. Equal‑weights the two sleeves and rebalances daily.
NutHow it works
Puts 15% of the portfolio in emerging‑market stock ETFs. It runs two checks on VWO’s price trend: a faster and a slower one. If a check says the trend is up, it buys the two EM funds that rose the most over the last week; if not, it holds EEM. Both parts are equal‑weighted. Rebalanced daily.
CheckmarkValue prop
Out-of-sample momentum EM strategy delivers near-SPY risk-adjusted returns with lower drawdowns: OOS return ~20.1% vs SPY ~21.4%, max DD ~17.9% vs 18.8%, Sharpe ~1.25, Calmar ~1.12. Diversifies core equity, adds EM upside when leaders rise.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.070.80.570.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
217.22%14.4%-0.15%0.4%0.81
EM Trend sort
31.66%3.26%-0.3%10.28%0.26
Initial Investment
$10,000.00
Final Value
$13,165.55
Regulatory Fees
$156.26
Total Slippage
$865.90
Invest in this strategy
OOS Start Date
Jun 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, trend-following, momentum rotation, etf, tactical allocation, daily rebalance
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 toVWOandSCHE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "EM Trend sort" has returned 18.22%. 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.