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Symphonies
EMA VWO vs MA VWO
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses a 1‑year trend in emerging markets (VWO) to flip Risk On/Off. Risk On: leveraged tech (TQQQ) unless overheated, then UVXY. Risk Off: bonds plus stocks, or a cautious blend with volatility if fear is high; swaps to UVXY at stock extremes.
NutHow it works
1) Check a 1‑year trend on VWO (emerging markets). If the faster average price is above the slower one, it’s Risk On; otherwise, Risk Off. Risk On: Hold TQQQ (3x Nasdaq). If QQQ looks extremely “hot” (RSI>80), switch to UVXY (long volatility). Risk Off: If volatility is already high (VIXY RSI>70), mix UPRO, TMF, VIXM by inverse volatility. Else hold 50% TMF and 50% UPRO—unless SPY is extremely hot (RSI>80), then use UVXY instead of UPRO.
CheckmarkValue prop
Out-of-sample, this strategy targets far higher growth than the S&P: about 83% annualized vs 25%; with a Sharpe ~1.31 and Calmar ~1.44. It uses EM trend signals plus tactical hedges to capture upside while managing risk—though drawdowns can be large.

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Invest in this strategy
OOS Start Date
Nov 4, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, regime filter, momentum, volatility timing, leveraged etfs, tactical allocation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"EMA VWO vs MA VWO" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"EMA VWO vs MA VWO" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "EMA VWO vs MA VWO" has returned 64.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "EMA VWO vs MA VWO" is 58.04%. 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 "EMA VWO vs MA VWO", 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.