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Symphonies
Modified Foreign Rat BSC removed mod updated with 1x below spy200d and reduced lev FRs
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical emerging‑markets strategy. It dials exposure up when the S&P 500 is strong and down when weak, flips long or short EM using trend and RSI extremes, and uses bond‑vs‑stock strength to choose direction, with T‑bills as a safety buffer.
NutHow it works
It trades emerging‑market stocks (EEM) long or short. Key tools: 200‑day average = long‑term trend line; RSI (0–100) = speedometer: >80 too hot, <25 too cold. 1) If SPY is above its 200‑day, it uses 3x EM ETFs (EDC bull, EDZ bear). If below, it uses safer 1x or cash‑heavy mixes (EEM or ~‑1x via 1/3 EDZ + cash/BIL). 2) If EEM is very hot, it shorts (EDZ+cash). If very cold, it buys (EDC+cash). 3) Otherwise it picks bull vs bear by whether Treasuries (IEI) are stronger than stocks (IWM/EEM).
CheckmarkValue prop
Out-of-sample EM strategy offers outsized upside (~108% annualized) with strong risk controls (Calmar ~6.3) and near-SPY beta, delivering diversification and growth versus the S&P 500—though drawdowns can be larger in weak markets.

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Invest in this strategy
OOS Start Date
Apr 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical em, trend-following, mean-reversion, leveraged etfs, regime switching, cross-asset signals
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 Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
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 116.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.17%. 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.