BM Yinn Yang
Today’s Change (Nov 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk trading strategy that rapidly switches between bullish and bearish China/emerging-markets funds based on recent price swings, trend signals, and U.S. dollar strength.
This strategy makes short-term bets on China and emerging-market stocks using very aggressive funds.
It first looks at how Chinese stocks have moved recently. After very big up or down swings, it tries to bet on a snapback or reversal. Otherwise, it checks whether the U.S. dollar is strong and whether China looks overheated or weak, then shifts between bullish funds (YINN, EDC), bearish funds (YANG, EDZ), or a milder emerging-markets fund (EEM).
An agile China/EM tactical strategy delivering out-of-sample annualized returns ~29% vs the S&P's ~22%, with ~0.75% alpha, negative beta for diversification, and Calmar ~0.73, signaling strong risk-adjusted upside despite higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.73 | -0.92 | 0.06 | -0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 694.62% | 14.02% | -1.04% | -0.34% | 0.86 | |
| 52,543.46% | 48.7% | 10.77% | 16.81% | 0.93 |
Initial Investment
$10,000.00
Final Value
$5,264,346.33Regulatory Fees
$5,084.30
Total Slippage
$43,312.82
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
China, emerging markets, leveraged etfs, trend-following, mean-reversion, tactical asset allocation, long-short
Tickers in this symphonyThis symphony trades 7 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
FXI
iShares China Large-Cap ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
YANG
Direxion Daily FTSE China Bear 3X ETF
Stocks
YINN
Direxion Daily FTSE China Bull 3X ETF
Stocks