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

About

Daily, tactical EM strategy: follow EEM’s trend, buy the 3x bull on sharp dips, the 3x bear on short spikes, otherwise hold EEM; in downtrends rotate to Treasuries (TLT, IEF) and gold (GLD). Uses a 2‑day 0–100 “stretch” score.
NutHow it works
Each day it checks if EEM (emerging‑market stocks) is above its 100‑day average. Uptrend: buy EDC (3x bull EM) if a 2‑day 0–100 “heat” score is extremely low (oversold), buy EDZ (3x bear) if that score is extremely high (overbought), else hold EEM. Downtrend: if that score is extremely high buy EDZ; otherwise split into Treasuries (TLT, IEF) and gold (GLD), favoring the steadier ones.
CheckmarkValue prop
Out-of-sample, this EM strategy yields ~32% annualized return vs ~17% for the S&P, with Sharpe ~1.90x vs ~0.97x and max drawdown ~11% vs ~19%. Higher risk-adjusted upside and better drawdown control.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, trend + mean reversion, leveraged etfs, tactical allocation, bonds & gold hedge, daily rebalanced
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
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
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"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 27.32%. 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, and options.