Skip to Content
Symphonies
Emerging Markets v0.1
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, one‑at‑a‑time switch: hide in short‑term Treasuries when market fear spikes; otherwise, ride emerging‑market stocks when the US dollar weakens, or bet against EM/own the dollar when it strengthens. Uses leveraged ETFs for bigger moves.
NutHow it works
1) If a “fear gauge” (VIXY, an ETF tied to market volatility) is running hot, it shifts into SHY (short‑term US Treasuries). 2) Otherwise it checks the US dollar trend via UUP: if short‑term is below long‑term (USD weakening), it buys one leveraged EM stock fund (EDC; KORU=Korea; INDL=India; BRZU=Brazil) — picking the one that fell most over the last week. If USD is strong, it buys either EDZ (EM bear) or USDU (long USD), whichever fell most. Holds one fund at a time.
CheckmarkValue prop
Out-of-sample, this tactical, single-position strategy delivers higher growth (25.5% annualized vs 23.3% for the S&P 500) with built-in hedges for volatility and USD regimes, targeting stronger upside in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.72-0.140-0.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
347.97%13.09%-1.77%0.2%0.8
Emerging Markets v0.1
110,132.86%77.62%30.16%15.04%1.39
Initial Investment
$10,000.00
Final Value
$11,023,286.17
Regulatory Fees
$47,238.99
Total Slippage
$320,894.67
Invest in this strategy
OOS Start Date
Oct 16, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Emerging markets, tactical allocation, trend following, volatility hedge, leveraged etfs, currency (usd), treasuries, single-position
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
INDL
Direxion Daily MSCI India Bull 2X ETF
Stocks
KORU
Direxion Daily MSCI South Korea Bull 3X ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VIXY
ProShares VIX Short-Term Futures 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 v0.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Emerging Markets v0.1" is currently allocated toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Emerging Markets v0.1" has returned 40.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Emerging Markets v0.1" is 41.67%. 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 v0.1", 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.