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Symphonies
V2 | YINN-YANG Roller Coaster | DereckN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based swing strategy for China and emerging markets. It fades extreme 5‑day moves, respects the U.S. dollar trend, and flips between 3× bull/bear ETFs (YINN/YANG, EDC/EDZ). If nothing lines up, it parks in EEM.
NutHow it works
1) Check China via FXI. If the last 5 days were a big surge (>+10%) or plunge (<−10%), take the opposite side for a quick swing using 3× China ETFs: YINN (up) or YANG (down), guided by the last day’s move. 2) Otherwise, check the U.S. dollar (UUP). If it’s rising, usually lean short China/EM (YANG/EDZ) unless recent moves look overheated/washed‑out; if weak and China shows short‑term momentum, choose bull or bear; if no edge, hold EEM. EDC/EDZ = 3× EM up/down.
CheckmarkValue prop
Out-of-sample, this swing strategy beats the S&P on risk-adjusted return and upside: Sharpe 1.66 vs 1.11, Calmar 3.31, annualized ~167% vs ~20%; levered EM/China regime signals aim for higher growth with defined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.75-0.830.05-0.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
601.65%13.99%1.36%5.73%0.85
V2 | YINN-YANG Roller Coaster | DereckN
66,091.94%54.72%1.76%49.08%1
Initial Investment
$10,000.00
Final Value
$6,619,193.93
Regulatory Fees
$6,108.01
Total Slippage
$40,536.06
Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
China/em equities, leveraged etfs, tactical swing trading, mean reversion + trend, 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.

"V2 | YINN-YANG Roller Coaster | DereckN" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 | YINN-YANG Roller Coaster | DereckN" is currently allocated toEDZandYANG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 | YINN-YANG Roller Coaster | DereckN" has returned 167.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 | YINN-YANG Roller Coaster | DereckN" is 50.66%. 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 "V2 | YINN-YANG Roller Coaster | DereckN", 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.