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Symphonies
Yinn.yang
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based swing trader flipping between 3x China bull (YINN), 3x China bear (YANG), sometimes 3x S&P 500 bear (SPXS), or cash (BIL) using short-term extremes, reversals, and an “overbought/oversold” gauge (RSI). Very high risk.
NutHow it works
Tickers: FXI=China large caps; YINN=3x long China; YANG=3x short China; SPXS=3x short S&P 500; BIL=T‑bills. It reads FXI’s last 5 days. Big surge/plunge → a quick contrarian pick (YINN or YANG) based on the last day. Else, checks 6‑day spikes in YINN/YANG; after big runs it often flips to the opposite. Rarely, after a YANG drop it uses SPXS. If nothing clear, uses RSI (a “too hot/too cold” gauge): hot → flip to the opposite; else sit in BIL.
CheckmarkValue prop
Diversified, low-beta (~0.56) contrarian play with China exposure. OOS Sharpe ~0.26 and ~2.54% annualized return offer non-correlated upside vs the S&P 500, with risk controls needed due to higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.160.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.45%13.73%-5.67%-5.04%0.84
Yinn.yang
4,399.77%28.08%0.28%0.86%0.96
Initial Investment
$10,000.00
Final Value
$449,977.40
Regulatory Fees
$411.73
Total Slippage
$2,686.16
Invest in this strategy
OOS Start Date
Oct 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged china etfs, contrarian momentum, mean‑reversion, rsi filter, tactical risk‑on/risk‑off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FXI
iShares China Large-Cap ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x 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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Yinn.yang" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Yinn.yang" has returned 2.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Yinn.yang" is 31.46%. 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", 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.