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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

Rapid, rules‑based swings between 3x bull/bear China (YINN/YANG) and emerging‑markets funds (EDC/EDZ), with an EEM fallback. It reacts to extreme China moves (FXI), the US‑dollar trend (UUP), RSI “heat,” and simple trend filters.
NutHow it works
Switches among leveraged China (YINN=+3x, YANG=−3x) and emerging‑markets funds (EDC=+3x, EDZ=−3x). Sometimes holds EEM (plain EM). RSI: a 0–100 heat gauge of recent moves (70=hot; 30=cold). MAs: short vs long trend lines. If China (FXI) moved >+10% or <−10% in 5 days, it plays a snap‑back, using today’s move to pick bull/bear. Else: if the US dollar (UUP) is strong, RSI decides; if weak, it needs YINN in an uptrend (9d>90d) or it parks in EEM. Two picks split 50/50.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted returns: Sharpe 1.34 vs 1.11, Calmar 2.11, alpha 0.95, beta 0.24. It harnesses leveraged China/EM swings with a USD trend filter. Note: max drawdown can exceed 50% in crises.

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Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, leveraged etfs, emerging markets, china, momentum, mean reversion, macro (usd), swing trading
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
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 ETF
Stocks
YINN
Direxion Daily FTSE China Bull 3X 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.

"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 114.43%. 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, and options.