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Symphonies
Frontrunner: EURL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Waits for Europe’s 3x stock fund (EURL) to run very hot, then buys the biggest loser among leveraged China/EM/Korea/Brazil/India or volatility ETFs for a one‑day rebound. Otherwise holds T‑Bills. Very aggressive and high risk.
NutHow it works
Each day: check a “heat gauge” (RSI, 0–100) of EURL, a 3x Europe stocks fund. If it’s >78 (very hot), buy for one day the single worst performer from: China (YINN), EM (EDC), Korea (KORU), Brazil (BRZU), India (INDL), or volatility (UVXY). If not, hold T‑Bills (BIL). Repeats daily.
CheckmarkValue prop
Out-of-sample edge with solid risk control: Calmar 1.24, max drawdown 3.10%, and 3.85% annualized return. Lower downside and better diversification versus the S&P, plus a disciplined risk-on/risk-off rhythm to dampen drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.11-0.010-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.84%13.36%-5.67%-5.04%0.81
Frontrunner: EURL
237.82%10.59%0.28%0.86%0.76
Initial Investment
$10,000.00
Final Value
$33,782.46
Regulatory Fees
$37.31
Total Slippage
$250.98
Invest in this strategy
OOS Start Date
Nov 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum trigger, mean reversion, leveraged etfs, emerging markets, country etfs, volatility, daily, risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
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
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
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
YINN
Direxion Daily FTSE China 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: EURL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Frontrunner: EURL" has returned 3.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: EURL" is 3.10%. 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: EURL", 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.