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Symphonies
V2 BWC: Emerging Markets (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 that uses trend, a short‑term “hot/cold” score (RSI), and EM‑bond vs safe‑bond strength to switch among EM stocks (EEM/EEMV) or take aggressive long/short stances with 3× ETFs (EDC/EDZ).
NutHow it works
It trades emerging‑market stocks. First, it checks trend (is EEM’s 50‑day average return below zero?). If yes, it compares EM bonds (EMB) vs safer bonds (BWZ) and uses a 10‑day RSI (0–100: <25 very cold, >70–75 very hot) to rotate among: EDZ (3× short EM), EDC (3× long EM), EEM (broad EM), or EEMV (lower‑vol EM). If trend isn’t negative, it usually holds EEMV; if EM is extremely hot (RSI>75), it briefly switches to EDZ. Rebalanced daily; 3× ETFs are high‑risk.
CheckmarkValue prop
Out-of-sample, this EM strategy posts ~26% annualized return vs ~22.8% for the S&P, with Calmar ~1.34 and beta ~0.65, offering stronger growth and diversification—aware of ~19% drawdowns and leverage-driven volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.680.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
625.62%14.83%-0.15%0.4%0.91
V2 BWC: Emerging Markets (EEM)
10,970.16%38.87%-1.76%-1.96%1.21
Initial Investment
$10,000.00
Final Value
$1,107,015.74
Regulatory Fees
$3,305.56
Total Slippage
$21,283.98
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical momentum/mean‑reversion, leveraged etfs, risk‑on/risk‑off, daily rebalanced
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BWZ
SPDR Bloomberg Short Term International Treasury Bond 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
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
Stocks
EMB
iShares J.P. Morgan USD Emerging Markets 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.

"V2 BWC: Emerging Markets (EEM)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 BWC: Emerging Markets (EEM)" is currently allocated toEEMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 BWC: Emerging Markets (EEM)" has returned 27.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 BWC: Emerging Markets (EEM)" is 19.39%. 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 "V2 BWC: Emerging Markets (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.