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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 tactical EM strategy that uses trend and short‑term “heat” to switch among leveraged bull (EDC), leveraged bear (EDZ), EM bonds (VWOB), short‑term bonds (BSV), and the strongest EM country ETFs when the broad EM trend is up.
NutHow it works
Uses VWO (broad EM) as a trend gauge. If VWO is above its 200‑day average: risk‑on—own EDC (3x bull EM), EMXC (EM ex‑China), plus the 3 best‑performing EM country ETFs (by ~1‑month trend). If EDC is “too hot” (10‑day RSI > 80), flip to EDZ (3x bear). If VWO is below trend: defensive. If EDC is “washed out” (RSI < 26), bet on a bounce with EDC. Else pick the stronger of EDZ or BSV (short‑term bonds), or hold VWOB (EM gov bonds). RSI = 0–100 heat gauge; moving average = trend line.
CheckmarkValue prop
EM-focused tactical strategy using trend/RSI and country rotation to diversify from the S&P. Out-of-sample: 4.98% annualized, Sharpe 0.31, Calmar 0.15. Seeks risk-adjusted upside and crisis diversification, at the cost of higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.1400.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
216.67%14.77%1.2%6.23%0.82
V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Mod
3,579.83%53.88%-0.98%18.14%1.23
Initial Investment
$10,000.00
Final Value
$367,983.47
Regulatory Fees
$1,423.33
Total Slippage
$8,911.00
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Emerging markets, tactical allocation, trend + rsi, leveraged etfs, country rotation, bonds, risk-on/risk-off
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.

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

The symphony is currently allocated toEMXC, EDC, ECH, EZAandEPU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 4.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.97%. 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, crypto, and options.