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Symphonies
Japan Kicker
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Japan-only tactical strategy. It buys 2x Japan (EZJ) in long uptrends, steps down to JPXN or to T‑Bills (BIL) when prices are weak or overheated, and sometimes buys deep dips. Signals use 200/20‑day averages and a 10‑day RSI heat score.
NutHow it works
Uses: EZJ=2x Japan stocks; JPXN=broad Japan stocks; BIL=T‑Bills (cash); SHY=short‑term Treasuries (signal only). RSI (0–100) is a short‑term “heat” score: high=overheated, low=washed‑out. A moving average is the average price over N days; above it=uptrend. Rules: 1) If JPXN > its 200‑day avg, hold EZJ unless its 10‑day RSI>79, then use BIL. 2) Otherwise: if EZJ RSI<31 buy EZJ; else if JPXN >20‑day avg and RSI≤70 buy JPXN; else if SHY’s RSI>JPXN’s buy JPXN; otherwise use BIL.
CheckmarkValue prop
Out-of-sample upside: ~23.7% annualized vs SPY ~21.9%, driven by Japan-focused tactical exposure, selective leverage, and cash hedges. Adds diversification with higher raw return potential, suitable for investors who can tolerate a different risk profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.031.10.380.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
896.8%14.78%0.54%-0.34%0.89
Japan Kicker
317.15%8.94%-2.92%11.44%0.43
Initial Investment
$10,000.00
Final Value
$41,714.59
Regulatory Fees
$247.46
Total Slippage
$1,530.67
Invest in this strategy
OOS Start Date
Jan 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Japan equities, tactical rotation, trend-following, mean reversion, leveraged etf, rsi, cash management
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EZJ
ProShares Ultra MSCI Japan
Stocks
JPXN
iShares JPX-Nikkei 400 ETF
Stocks
SHY
iShares 1-3 Year Treasury 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.

"Japan Kicker" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Japan Kicker" is currently allocated toEZJ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Japan Kicker" has returned 20.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Japan Kicker" is 32.25%. 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 "Japan Kicker", 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.