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Symphonies
YINN/YANG Challenge - Luke (Original)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between YINN (3x long China), YANG (3x short China), or SHY, based on last week’s and yesterday’s moves in FXI. After big weekly moves it bets on quick snap-backs; otherwise it sits in short-term Treasuries.
NutHow it works
Goal: profit from snap-backs after big weekly moves in Chinese stocks. It watches FXI (fund of large Chinese stocks). If FXI is up >10% over 5 days: if yesterday dropped >2%, buy YINN (3x long China); otherwise buy YANG (3x short). If FXI is down >10% over 5 days: if yesterday rose >2%, buy YANG; otherwise buy YINN. If no big 5-day move, hold SHY (short-term Treasuries).
CheckmarkValue prop
Out-of-sample annualized return ~35.5% vs S&P ~19.6%, with Calmar ~1.87 and Sharpe ~1.09. A disciplined 3x China rotation (YINN/YANG) plus SHY buffer targets snap-backs in volatile weeks, delivering higher upside with defined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.120.010.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
717.14%14.51%-1.77%0.2%0.88
YINN/YANG Challenge - Luke (Original)
1,689.98%20.44%-0.18%0.5%0.81
Initial Investment
$10,000.00
Final Value
$178,998.48
Regulatory Fees
$152.58
Total Slippage
$1,004.38
Invest in this strategy
OOS Start Date
Aug 30, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Mean reversion, china equities, leveraged etfs, tactical rotation, short-term trading
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
FXI
iShares China Large-Cap ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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.

"YINN/YANG Challenge - Luke (Original)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"YINN/YANG Challenge - Luke (Original)" is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "YINN/YANG Challenge - Luke (Original)" has returned 34.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "YINN/YANG Challenge - Luke (Original)" is 19.02%. 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 "YINN/YANG Challenge - Luke (Original)", 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.