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Symphonies
emergent markets 2024
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own global stocks (URTH) by default. When the US is in an uptrend and emerging markets look extremely overheated versus the US, switch to EUM (inverse EM) to bet on a short‑term pullback. Rebalanced daily.
NutHow it works
Each day: 1) If US stocks (SPY) are above their 200‑day average (a long‑term trend line), continue; otherwise hold URTH (global developed stocks). 2) If emerging markets (EEM) look very “hot” (RSI>75.5; RSI is a 0–100 heat gauge) and hotter than the US, switch to EUM (goes up when EM fall). 3) Else hold URTH.
CheckmarkValue prop
Out-of-sample edge: ~22.8% annual return with ~15.5% max drawdown, beating SPY (~20.5% return, ~18.8% drawdown). Higher Sharpe and Calmar imply stronger risk-adjusted gains from a US-uptrend with an EM-short overlay.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.90.770.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
574.61%14.76%1.36%5.73%0.91
emergent markets 2024
494.22%13.71%1.73%2.48%0.84
Initial Investment
$10,000.00
Final Value
$59,421.63
Regulatory Fees
$64.22
Total Slippage
$400.68
Invest in this strategy
OOS Start Date
Feb 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum + mean-reversion, emerging markets, inverse etf, rsi, moving average, daily rebalance, equities
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"emergent markets 2024" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"emergent markets 2024" is currently allocated toURTH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "emergent markets 2024" has returned 22.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "emergent markets 2024" is 15.49%. 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 "emergent markets 2024", 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, crypto, and options.