According to the information provided, this anime might be Yin Yang War. The Battle of Yin Yang was an anime adapted from a web novel. It told the story of a group of Yin-Yang practitioners who fought fiercely for the difference between heaven and earth. The setting of these three women could also be the female disciples of the Yin-Yang School fighting against the Yin-Yang School. Yin Yang Wars was a relatively well-known anime, but the exact name and character names might vary according to the source.