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Symphonies
Foreign Markets
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 25% tactical EM sleeve that alternates among T‑bills, 3x long EM, 3x short EM, or EEM. It uses a volatility alarm (VIXM’s RSI), a 200‑day trend on EEM, and quick cross‑asset momentum checks to decide risk‑on vs risk‑off, rebalanced frequently.
NutHow it works
Trades emerging‑market stocks via EEM, 3x bull (EDC) or 3x bear (EDZ), or T‑bills (BIL). 1) Panic: if VIXM (volatility) is very strong (RSI>70; RSI = 0–100 gauge of recent streak), go to BIL. 2) If EEM is above its 200‑day average, two quick checks (bonds vs real estate; bonds vs the Dow) pick EDC or EDZ. 3) If below trend and very weak (RSI<30), buy EEM; else similar checks (small‑cap vs Russell 2000; corporate bonds vs dividend stocks) pick EDC or EDZ.
CheckmarkValue prop
Out-of-sample edge: ~62% annualized return vs S&P 17.8%, with 24% max drawdown vs 18.8%. Sharpe 1.56; Calmar 2.58; beta 0.38. Higher risk-adjusted EM alpha and lower market correlation than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.680.20.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
590.61%13.91%1.36%5.73%0.84
Foreign Markets
850,318.57%84.01%2.82%41.7%1.62
Initial Investment
$10,000.00
Final Value
$85,041,857.48
Regulatory Fees
$148,398.21
Total Slippage
$1,046,223.00
Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical em, trend and momentum, volatility filter, risk-on/risk-off, leveraged etfs, daily rebalance
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.

"Foreign Markets" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Foreign Markets" is currently allocated toEDCandEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Foreign Markets" has returned 62.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Foreign Markets" is 24.05%. 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 "Foreign Markets", 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.