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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

Tactical EM strategy that flips between bullish and bearish ETFs, sizes leverage by the S&P 500 trend, fades overheated/oversold moves with RSI, and uses bonds‑vs‑stocks strength to choose direction; holds T‑bills when dialing risk down.
NutHow it works
Trades emerging‑markets stocks (EEM) using three checks: 1) Trend: If SPY is above its 200‑day average, it permits 3× funds; below, it dials risk down. 2) Short‑term heat via RSI (a 0–100 gauge of recent speed): RSI>80 = bearish EDZ+cash; RSI<25 = bullish EDC+cash. 3) Otherwise, compare bond vs stock strength (RSI of IEI vs IWM/EEM) to pick bull (EDC/EEM) or bear (EDZ or ~−1× via 1/3 EDZ+cash). BIL=T‑bills. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~108%/yr EM vs ~37% SPY; Calmar ~6.3, Sharpe ~2.05. Leverages up in uptrends, fades extremes with RSI, uses bond-vs-stock signals to manage risk - higher upside with risk-adjusted performance vs SPY.
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
913.58%14.41%-1.77%0.2%0.84
Modified Foreign Rat BSC removed mod updated with 1x below spy200d and reduced lev FRs
1,001,286.35%70.79%-9.74%5.9%1.31
Initial Investment
$10,000.00
Final Value
$100,138,635.16
Regulatory Fees
$197,784.70
Total Slippage
$1,404,452.14
Invest in this strategy
OOS Start Date
Apr 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, trend following, mean reversion (rsi), leveraged etfs, risk management, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

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

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

Year-to-date, the symphony has returned 111.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.89%. 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, and options.