Skip to Content
Symphonies
Frontrunner: EDC
Today’s Change
—

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

About

A daily, contrarian “buy dips/sell spikes” system centered on leveraged emerging‑market ETF EDC. Uses a shipping ETF as a risk switch, flips to UVXY/EDZ on extreme strength, buys EDC or the day’s weakest levered EM/tech funds on weakness, else T‑bills.
NutHow it works
Daily. A shipping fund (BDRY) is the risk switch: if its 60‑day RSI (0–100 heat) >50->T‑bills (BIL). Else trade EDC (3× EM) and peers: EDC very hot (10‑day >80)->UVXY (vol). Very cold (<14.5)->EDC. 1‑day jump >11%->EDZ (inverse EM). 1‑day drop <−15%->EDC. If EDC weak (14‑day <27.5)->buy that day’s worst of EDC/SOXL/TECL. Else if Europe (EURL) very hot (>78)->buy that day’s worst of YINN/KORU/BRZU/INDL/EDC/UVXY. Else->BIL. Exposures: EM stocks, US tech/semis, volatility.
CheckmarkValue prop
Out-of-sample, this rule-based contrarian strategy targets ~11% annualized return with ~15.9% max drawdown, Sharpe ~0.56, Calmar ~0.69, and beta ~0.48; it diversifies and cushions downside versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.120.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.51%13.85%-1.77%0.2%0.77
Frontrunner: EDC
895.4%34.64%0.27%0.86%1.2
Initial Investment
$10,000.00
Final Value
$99,539.67
Regulatory Fees
$124.42
Total Slippage
$788.87
Invest in this strategy
OOS Start Date
Nov 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, daily rebalance, leveraged etfs, emerging markets, volatility, tech/semiconductors, risk filter
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
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
EURL
Direxion Daily FTSE Europe Bull 3x ETF
Stocks
INDL
Direxion Daily MSCI India Bull 2X ETF
Stocks
KORU
Direxion Daily MSCI South Korea Bull 3X ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

"Frontrunner: EDC" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frontrunner: EDC" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frontrunner: EDC" has returned 10.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: EDC" is 15.87%. 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 "Frontrunner: EDC", 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.