Yinn.yang | Replaced BIL with UPRO | Pietros Maneos |
Today’s Change (Aug 18, 2026)
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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: 690 days of China/US levered trading. Return: ~17.94% vs SPY ~18.62%; Sharpe 0.58 vs 1.10; max drawdown ~65% vs ~19%. Higher risk but offers China exposure diversification for risk-tolerant investors.
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 | |
|---|---|---|---|---|---|
| 764.09% | 14.64% | 3.95% | 4.88% | 0.89 | |
| 78,864.32% | 52.6% | 11.04% | 8.44% | 1.03 |
Initial Investment
$10,000.00
Final Value
$7,896,431.51Regulatory Fees
$2,776.13
Total Slippage
$23,861.36
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