Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR
Backtest results
Metrics
1Y · since Oct 2025Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR | |
|---|---|
| Total Return | +20.27% |
| CAGR | +20.44% |
| Sharpe | 0.74 |
| Calmar | 1.05 |
| Max DD | -19.43% |
| Volatility | 32.46% |
| Win Rate | 50.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and opportunistic, the strategy mainly holds leveraged equity funds such as UPRO and TQQQ when the market is trending upward, but switches to defensive assets like BSV, GLD, IEI, and TIP when the S&P 500 drawdown exceeds 5% or when the Nasdaq falls sharply. It also trades China exposure, buying YINN after a 5-day gain and YANG after a 5-day loss, protecting itself by moving to short-term bonds or gold whenever the 10-day drawdown threshold is crossed.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR?
Dynamic and opportunistic, the strategy mainly holds leveraged equity funds such as UPRO and TQQQ when the market is trending upward, but switches to defensive assets like BSV, GLD, IEI, and TIP when the S&P 500 drawdown exceeds 5% or when the Nasdaq falls sharply. It also trades China exposure, buying YINN after a 5-day gain and YANG after a 5-day loss, protecting itself by moving to short-term bonds or gold whenever the 10-day drawdown threshold is crossed.
What is Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR holding today?
As of Oct 30, 2026, Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR allocates to UPRO 55%, TMF 45%.
How has Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR returned +20.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR in a hypothetical backtest was -19.4%.
How do I use Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR?
Open Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.