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

About

A contrarian, short‑term China trade: after extreme 5‑day moves in FXI, it uses the latest 1‑day move to pick YINN (3x long) or YANG (3x inverse). If there’s no extreme, it parks in SHY. High risk and designed for quick swings.
NutHow it works
It watches FXI, a fund tracking big Chinese stocks. If FXI jumps more than 10% over 5 days, it bets on a pullback: after a daily drop over 2% it buys YINN (3x long), otherwise it buys YANG (3x inverse). If FXI falls more than 10% over 5 days, it does the opposite: after a daily bounce over 2% it buys YANG; otherwise it buys YINN. If no big move, it holds SHY (short‑term Treasuries). Very high risk due to 3x leverage.
CheckmarkValue prop
Out-of-sample edge: 37.1% annualized return, Calmar 1.95, Sharpe 1.11, low market beta (~0.31) with drawdowns ~19%. Delivers strong risk-adjusted upside vs S&P by exploiting mean-reversion in China through 3x leveraged ETFs.

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Invest in this strategy
OOS Start Date
Aug 30, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
China equities, mean reversion, leveraged etfs (3x), tactical timing, etf rotation, short-term trading
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 37.11%. 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, crypto, and options.