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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

Short-term, mean‑reversion bets on big Chinese stocks: after a sharp 5‑day move, it uses 3x bull/bear China funds (YINN/YANG) to fade the extreme, with a same‑day override if today’s move is already large; otherwise it sits in SHY.
NutHow it works
It watches FXI, a fund of big Chinese stocks. If FXI jumped >10% over 5 days, it usually bets on a pullback with YANG (a fund that rises when China stocks fall); unless today already dropped >2%, then it buys YINN (3x long). If FXI fell >10% over 5 days, it usually buys YINN; unless today already jumped >2%, then it buys YANG. Otherwise it parks in SHY (short‑term Treasuries). Exposure is mainly Chinese financials, tech, and consumer.
CheckmarkValue prop
Out-of-sample, this tactical China strategy delivers ~35.5% annualized return vs ~19.6% for the S&P, with Calmar ~1.87—strong risk-adjusted upside and diversification, despite modestly higher drawdowns.
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
734.61%14.7%-0.15%0.4%0.89
YINN/YANG Challenge - Luke (Original)
1,691.93%20.5%0.29%0.82%0.81
Initial Investment
$10,000.00
Final Value
$179,193.37
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
China equities, mean reversion, leveraged etfs, tactical trading, short-term, inverse/long etfs, bonds-as-cash
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 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.

"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 34.50%. 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.