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Symphonies
Modified Foreign Rat BSC removed mod 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

A rules‑based, daily EM strategy that switches among 3x bull, 3x bear, unlevered EM and cash using long‑term trend filters, a short‑term heat gauge (RSI), and bond‑vs‑stock strength signals.
NutHow it works
Trades emerging‑market stocks and rebalances daily. Uses two trend lines (price vs 200‑day average) on SPY and EEM to set risk and bull/bear bias. A short‑term heat gauge (RSI, 0–100) sells if >80 (“too hot”) and buys if <25 (“too cold”). When not extreme, it compares bond vs stock strength (IEI vs IWM or EEM) to lean bullish or bearish. It shifts among 3x EM bull (EDC), 3x EM bear (EDZ), unlevered EM (EEM) and cash‑like T‑Bills (BIL). Tickers: SPY=S&P 500; IEI=US Treasuries; IWM=US small caps.
CheckmarkValue prop
Out-of-sample EM strategy: ~167% annualized vs SPY ~43%, Calmar ~11.8, beta ~0.09. Daily rebalancing with smart risk controls offers higher upside and diversification vs the S&P 500, albeit with larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.640.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
931.17%14.77%1.36%5.73%0.86
Modified Foreign Rat BSC removed mod updated with 1x below spy200d and reduced lev FRs
935,948.32%71.59%-0.97%61.16%1.32
Initial Investment
$10,000.00
Final Value
$93,604,832.49
Regulatory Fees
$162,517.74
Total Slippage
$1,151,725.55
Invest in this strategy
OOS Start Date
Apr 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, trend + mean reversion, leveraged etfs, daily rebalanced, risk-on/off filter
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 toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 167.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.19%. 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.