Yinn.yang | Replaced BIL with UPRO | Pietros Maneos |
Today’s Change (Oct 2, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A short‑term swing strategy that flips between 3× China bull (YINN), 3× China bear (YANG), and sometimes 3× S&P 500 (UPRO). It mostly fades extreme short‑term moves in Chinese stocks and uses a “hot/cold” meter when things are calm. Very high risk.
It watches FXI (big Chinese stocks) as a thermometer. If the last week was extremely up or down, it usually bets on a snap‑back using YINN (3× bull) or YANG (3× bear).
If the week wasn’t extreme, it checks for recent 6‑day bursts and often fades them (sometimes buys a sharp dip).
If nothing is extreme, it uses a simple “hot/cold” meter to fade whichever side looks overheated.
When unclear, it parks in UPRO (3× S&P 500). Always 100% in one ETF. Very risky.
Out-of-sample: 14.28% annualized with positive risk-adjusted metrics (Sharpe ~0.53, Calmar ~0.22). A 3x-levered, China-tactical approach using YINN/YANG/UPRO that diversifies SPY exposure and seeks regime-shift upside when China-US dynamics diverge.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 2.84 | 0.72 | 0.85 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 756.59% | 14.45% | 0.54% | 2.7% | 0.88 | |
| 75,581.42% | 51.68% | 0.58% | 4.68% | 1.02 |
Initial Investment
$10,000.00
Final Value
$7,568,142.29Regulatory Fees
$2,830.34
Total Slippage
$23,857.03
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical trading, china equities, leveraged etfs, mean reversion, trend-reversal, rsi-based signals, daily switching, high risk