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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

Rules-based Japan market timer. Rides uptrends (often with a 2x Japan ETF), sits in T‑bills when things get too hot or too weak, and occasionally buys extreme dips. Focus: Japanese equities; safety: very short-term US Treasuries.
NutHow it works
It toggles between Japan stocks and cash. JPXN (broad Japan) sets the trend: above its 200‑day average = risk‑on; below = risk‑off. RSI(10) is a 0–100 “heat” gauge (high=hot, low=washed‑out) to avoid buying when too hot and to buy extreme dips. In uptrends it holds EZJ (2x Japan) unless RSI>79, then T‑bills (BIL). In downtrends it buys EZJ if RSI<31; else it prefers JPXN unless short‑term is too hot (then BIL). If short‑term is down, a quirky check (SHY’s RSI vs JPXN’s) picks JPXN or BIL.
CheckmarkValue prop
Out-of-sample annualized return ~28.9%, Sharpe ~0.85, Calmar ~0.90—strong upside with solid risk-adjusted metrics vs the S&P. Uses trend timing and cash to protect, though stress periods can see ~32% drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.031.120.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
994.85%15.14%0.09%13.88%0.91
Japan Kicker
423.56%10.25%12.29%32.37%0.47
Initial Investment
$10,000.00
Final Value
$52,356.24
Regulatory Fees
$197.60
Total Slippage
$1,535.04
Invest in this strategy
OOS Start Date
Jan 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Japan equities, trend-following, momentum, tactical allocation, rsi timing, moving-average filter, leveraged etf, cash/t-bills
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 28.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Japan Kicker" is 32.24%. 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.