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

About

A risk‑on/risk‑off strategy. It checks if emerging‑market stocks are improving. If yes, ride 3× Nasdaq tech unless it looks overheated, then switch to a volatility hedge. If not, pair 3× Treasuries with 3× S&P 500 or volatility, diversifying more when fear spikes.
NutHow it works
First, it asks: are emerging‑market stocks improving lately? (a faster 1‑yr average of VWO is above a slower 1‑yr average). If yes, go Risk On: buy 3× Nasdaq tech (TQQQ), unless tech looks extremely hot, then use a volatility hedge (UVXY). If not, go Risk Off: mainly hold 3× long Treasuries (TMF) plus either 3× S&P 500 (UPRO) or the volatility hedge; if fear is already spiking, spread across TMF, UPRO, and a mid‑term volatility fund (VIXM).
CheckmarkValue prop
Potent out-of-sample upside: ~83% annualized vs ~25% for the S&P; Calmar ~1.44 and Sharpe ~1.31. Regime-switching tech leverage with hedges targets big upside, accepting larger drawdowns than the S&P.

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Invest in this strategy
OOS Start Date
Nov 4, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, regime switching, trend filter, leveraged etfs, volatility timing, equities, treasuries
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 69.80%. 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.