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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, contrarian swing strategy in China and emerging markets. It flips between 3x bull/bear funds after sharp moves, uses the US dollar trend and a “hot/cold” score to fade extremes, and falls back to EEM when trends are weak.
NutHow it works
It rapidly switches among a few funds tied to China and emerging markets. YINN/YANG are 3x China bull/bear; EDC/EDZ are 3x EM bull/bear; FXI gauges China; UUP tracks the US dollar; EEM is a safer EM fallback. 1) If China just surged/crashed in 5 days, it flips between YINN and YANG based on yesterday’s move (buy the dip or fade the pop). 2) Otherwise, it checks the US dollar trend and a “hot/cold” score (RSI). When that score is extreme, it bets on a snap-back, splitting between China and EM bull or bear funds. If no uptrend, it parks in EEM.
CheckmarkValue prop
Out-of-sample, this China/EM contrarian strategy beats the S&P on risk-adjusted terms: Sharpe 1.34 vs 1.11; Calmar 2.11; annualized return ~107% vs ~20%. Note higher drawdown (~50% vs ~19%) due to leverage—strong upside, but requires risk discipline.

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Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, china, emerging markets, mean reversion, momentum, trend filter, macro (usd)
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
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 Shares
Stocks
YINN
Direxion Daily FTSE China Bull 3X Shares
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.

"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 120.64%. 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 50.65%. 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, and options.