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Symphonies
Emerging Markets EM (46,29,2007)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical EM strategy that flips between long EEM and inverse EUM using an oversold buy rule, a 200‑day trend filter, and cross‑asset RSI signals (bonds vs energy/equities). Typically ~90% invested with ~10% cash; rebalanced daily.
NutHow it works
Goal: switch between EM stocks (EEM) and their inverse (EUM). If EEM’s RSI (a 0–100 score of recent buying/selling) is <30, buy EEM. Else use trend: if EEM is above its 200‑day average, compare bonds vs energy (IGIB vs DBE) to pick EEM (risk‑on) or EUM (defensive). If below, run two checks: bonds vs small‑caps (ISCB vs IWM) and bonds vs dividend stocks (IGIB vs DLN). Each signal puts ~90% in EEM or EUM, ~10% cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this EM timing strategy outperforms the S&P on risk-adjusted metrics: Sharpe 2.79 vs 2.41, Calmar 8.4, return 46% vs 29%, beta ~0.33, with modestly higher drawdowns. Higher upside, lower market beta.

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Invest in this strategy
OOS Start Date
Jun 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, trend + momentum (rsi), cross-asset signals, long/short, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
DBE
Invesco DB Energy Fund
Stocks
DLN
WisdomTree U.S. LargeCap Dividend Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
ISCB
iShares Morningstar Small-Cap ETF
Stocks
IWM
iShares Russell 2000 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.

"Emerging Markets EM (46,29,2007)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Emerging Markets EM (46,29,2007)" is currently allocated toEUM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Emerging Markets EM (46,29,2007)" has returned 61.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Emerging Markets EM (46,29,2007)" is 5.70%. 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 "Emerging Markets EM (46,29,2007)", 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.