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Symphonies
Foreign Markets updated with 1x below spy200d and reduced lev FRs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, tactical EM strategy. Uses SPY/EEM 200‑day trends, RSI extremes, and pairwise strength checks to flip between long or short EM, dialing leverage up in good markets and down in weak ones. High risk due to 3× funds.
NutHow it works
What it trades: Emerging‑market stocks (EEM), using 3× bull (EDC) or 3× bear (EDZ) funds, plus T‑bills (BIL). RSI = a 0–100 “recent‑moves” score; >80 very hot, <25 very cold. 1) If the US market (SPY) is above its 200‑day average, use bigger 3× bets; otherwise use milder ~1× bets (EEM or ~‑1× via 1/3 EDZ + cash). 2) If EM (EEM) is very hot (RSI>80), lean short about ‑2× (65% EDZ/35% BIL). If very cold (RSI<25), lean long about +2× (68% EDC/32% BIL). 3) Otherwise, it compares short‑term strength (10‑day RSI) of pairs to choose long or short EM: • In uptrends: SHY vs USRT, and IEF vs DIA. • In downtrends: ISCB vs IWM, and IGIB vs DLN. Each sleeve invests ~90% (10% stays in T‑bills). Rebalanced daily. High risk due to 3× funds.
CheckmarkValue prop
Out-of-sample Calmar 12.15, Sharpe 2.75, alpha 0.56, and 117.7% annualized return vs SPY’s 43%. This dynamic, leverage-enabled EM strategy uses regime rules to capture upside while controlling risk—aiming for superior risk-adjusted growth versus the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, trend filter, rsi, relative strength, 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toEDCandEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 117.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.69%. 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 the symphony, 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.