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Symphonies
RSI 2 EEM
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, trend‑filtered emerging‑markets strategy. Uses a 2‑day RSI “hot/cold” read on a 3× EM fund to flip among EDC, EEM, and EDZ; in downtrends it shifts to TLT/IEF/GLD, weighted toward the least volatile over 30 days.
NutHow it works
Each day: If EEM (emerging‑markets stocks) is above its 100‑day average, we time short moves using a 2‑day RSI (a fast “hot/cold” meter, 0–100). If RSI of EDC (3× bull EM) <2.5, buy EDC; if >99.25, buy EDZ (3× bear EM); otherwise hold EEM. If EEM is below its 100‑day average, only take the RSI>99.25 EDZ trade; otherwise park in TLT (long Treasuries), IEF (7–10y Treasuries), and GLD (gold), weighted more to the steadier ones over 30 days.
CheckmarkValue prop
Out-of-sample, this strategy targets ~23.2% annual return vs SPY ~17.3%, with Sharpe ~1.44 vs 0.95, max drawdown ~11.4% vs 18.8%, and Calmar ~2.04—offering stronger growth with better downside protection.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, trend filter, 2-day rsi mean reversion, leveraged etfs, risk-on/off, treasuries, gold, inverse-volatility, daily
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.

"RSI 2 EEM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 2 EEM" is currently allocated toEEM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 EEM" has returned 23.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 EEM" is 11.36%. 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 "RSI 2 EEM", 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.