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Symphonies
Emerging Markets v0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based EM strategy with a crash escape hatch. If fear is high, hold SHY. Otherwise, follow the US dollar trend: when the dollar weakens, buy a single leveraged EM bull ETF that just dipped; when the dollar strengthens, buy EDZ (EM bear) or USDU (long USD).
NutHow it works
- If fear stays high (VIXY = a volatility/fear fund), park in SHY (short‑term US Treasuries). - Else check the US dollar (UUP). If its 15‑day average is below its 200‑day average (dollar weakening), buy one EM bull fund—EDC (EM), KORU (Korea), INDL (India), or BRZU (Brazil)—that just dipped the most (lowest 5‑day RSI). - If the dollar is strong, buy the bigger dip between EDZ (3x EM bear) and USDU (long USD). RSI is a 0–100 recent‑moves gauge; low = recently fell. EMA is a smoothed average price.
CheckmarkValue prop
Out-of-sample annualized return ~38.5% vs S&P ~23.7%, with Sharpe ~0.99 and Calmar ~0.92, plus a built-in crash hedge. A simple, rules-based EM/USD strategy offering higher upside and disciplined risk vs. the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.72-0.120-0.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.71%13.57%1.36%5.73%0.82
Emerging Markets v0.1
96,970.51%78.07%6.41%6.9%1.4
Initial Investment
$10,000.00
Final Value
$9,707,051.07
Regulatory Fees
$41,759.60
Total Slippage
$282,787.32
Invest in this strategy
OOS Start Date
Oct 16, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Emerging markets, dollar regime, volatility hedge, leveraged etfs, trend + mean reversion
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.

"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 toUSDU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Emerging Markets v0.1" has returned 38.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Emerging Markets v0.1" is 41.68%. 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, crypto, and options.