Yinn.yang | Replaced BIL with UPRO | Pietros Maneos |
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk timing strategy that flips between bullish China, bearish China, and leveraged U.S. stocks based on short-term extreme moves in Chinese shares.
This strategy watches large Chinese stocks using FXI as its main thermometer.
If China has moved sharply up or down in the last week, it bets either on a bounce or on the move continuing using YINN (up) or YANG (down), both of which are very aggressive 3x funds.
If China is not at an extreme, it checks whether either side looks unusually “stretched” after a strong run. If so, it bets on a reversal. If not, it sits in UPRO, a 3x fund tied to the S&P 500.
Dynamic, high-leverage China-timing with a US 3x fallback. OOS: ~14.6% annualized return, Sharpe ~0.53; offers diversification and potential upside in China-driven regimes vs the S&P 500, but with large drawdowns (~65%). Best as a satellite to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 2.84 | 0.72 | 0.85 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 766.79% | 14.48% | -0.05% | 3.57% | 0.89 | |
| 77,763.51% | 51.73% | -1.16% | 7.32% | 1.02 |
Initial Investment
$10,000.00
Final Value
$7,786,350.65Regulatory Fees
$2,830.34
Total Slippage
$23,857.03
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, china equities, tactical trading, mean reversion, trend following, inverse etfs, u.s. equities