Yinn/Yang ftlt using fxi from 2007 @ 2 Sharpe | Version 2
Today’s Change (Sep 21, 2026)
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About
A daily, tactical China sleeve that flips between 3x long (YINN) and 3x short (YANG) based on: extreme oversold signals in FXI, China’s trend, and whether bonds or stocks are showing more strength. Keeps a small cash buffer. Roughly a 25% sleeve.
Each day it decides whether to bet for or against big Chinese stocks using 3x ETFs (YINN/YANG).
1) If China (FXI) looks very “washed out” (RSI < 30), go long (YINN).
2) Otherwise, use simple trends (50/200‑day) and a bonds‑vs‑stocks strength check to pick long (YINN) or short (YANG). A small slice stays in cash.
Out-of-sample, this China-tactical sleeve shows superior risk-adjusted performance vs the S&P: Sharpe 1.24 vs 1.06, Calmar ~1.65, and outsized annualized return. Includes a built-in cash buffer to curb whipsaws, though with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.97 | 0.54 | 0.02 | 0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 835.05% | 14.98% | -0.5% | 2.26% | 0.91 | |
| 29,462,082.9% | 119.53% | 4.18% | 0.47% | 1.43 |
Initial Investment
$10,000.00
Final Value
$2,946,218,289.83Regulatory Fees
$3,618,437.22
Total Slippage
$34,784,788.69
Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
China, tactical, leveraged etfs, long/short, momentum, mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
FXI
iShares China Large-Cap ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
YANG
Direxion Daily FTSE China Bear 3X ETF
Stocks
YINN
Direxion Daily FTSE China Bull 3X ETF
Stocks