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Symphonies
BM Yinn Yang
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical China/EM strategy that fades extreme 5‑day China moves, then uses dollar trend and overbought/oversold signals to flip between 3x bull (YINN+EDC), 3x bear (YANG+EDZ), or plain EEM. Very high risk due to leveraged ETFs.
NutHow it works
Tickers: YINN=3x China up, YANG=3x China down, EDC/EDZ=3x EM up/down, FXI=plain China, EEM=plain EM, UUP=dollar. When China (FXI) swings >+10% or <-10% in 5 days, it bets on a snapback using YINN or YANG based on today’s move. Otherwise it uses dollar trend, “hot/cold” scores (RSI 0–100), and short‑vs‑long averages to hold a 50/50 bull mix (YINN+EDC) or bear mix (YANG+EDZ). If trend is weak, it holds EEM.
CheckmarkValue prop
Out-of-sample edge: ~134.9% annualized vs SPY’s ~38.6%, with Calmar ~7.65 and drawdowns ~17.6%. A rules-based China/EM tilt with USD regime filters and 3x ETFs targets bigger upside while keeping risk disciplined vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.76-0.830.05-0.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
601.65%13.99%1.36%5.73%0.85
BM Yinn Yang
67,749.49%54.98%1.7%49.28%1
Initial Investment
$10,000.00
Final Value
$6,784,948.62
Regulatory Fees
$6,006.17
Total Slippage
$39,929.27
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, china & emerging markets, leveraged etfs, momentum/mean reversion, dollar regime filter
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.

"BM Yinn Yang" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BM Yinn Yang" is currently allocated toEDZandYANG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BM Yinn Yang" has returned 134.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BM Yinn Yang" is 17.62%. 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 "BM Yinn Yang", 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.