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Symphonies
V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based emerging‑markets strategy. In uptrends it owns EM stocks (incl. ex‑China and the strongest country funds) plus some 3× bull. If overheated, it briefly flips to a 3× bear. In downtrends it either buys an oversold bounce or hides in bonds/hedges.
NutHow it works
Rebalances daily. First, it asks if EEM (a broad emerging‑markets stock fund) is in a long‑term uptrend (8‑day EMA > 200‑day average). If yes, it holds: 32% EDC (3× bullish EM), 33% EMXC (EM stocks excluding China), and 35% split across the 4 strongest EM country ETFs (by 60‑day momentum). If EDC looks “too hot” (RSI>80), it temporarily flips to 100% EDZ (3× bearish). If there’s no uptrend: if EDC is very oversold (RSI<26), it buys EDC; otherwise it stays defensive in EDZ or short‑term bonds (BSV), or EM gov’t bonds (VWOB). RSI is a 0–100 “heat” gauge; moving averages are trend lines.
CheckmarkValue prop
EM tactical rotation delivers outsized oos upside: 31.44% annualized vs SPY 23.35%, Sharpe 1.08, Calmar 1.07. Higher drawdowns (~29.5%), but trend- and momentum-based hedges aim to outperform the S&P across cycles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.1300.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
217.34%14.37%-0.15%0.4%0.81
V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Mod
6,112.15%61.64%-0.05%22.83%1.37
Initial Investment
$10,000.00
Final Value
$621,214.71
Regulatory Fees
$1,452.37
Total Slippage
$9,150.86
Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical rotation, momentum, trend following, leveraged etfs, bonds, risk management
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
ECH
iShares MSCI Chile 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
EIDO
iShares MSCI Indonesia ETF
Stocks
EMXC
iShares MSCI Emerging Markets ex China ETF
Stocks
EPHE
iShares MSCI Philippines ETF
Stocks
EPOL
iShares MSCI Poland ETF
Stocks
EPU
iShares MSCI Peru and Global Exposure 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.

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

The symphony is currently allocated toEMXC, EWZ, ILF, EWY, EDCandEPU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.50%. 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.