Bitcoin signal | RSI Check
Today’s Change (Jul 21, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Uses recent Bitcoin (BITO) moves and a simple strength score (RSI) comparing stocks (SPY) to short‑term Treasuries (SHY) to switch among 3× short S&P (SPXU), 3× long S&P (UPRO), or cash‑like T‑Bills (BIL).
It takes a cue from Bitcoin’s ETF (BITO). If BITO’s 5‑day return is positive, it checks a simple strength score (RSI, 0–100) of stocks (SPY) vs short‑term Treasuries (SHY): if stocks look weaker, it parks in T‑Bills (BIL); otherwise it shorts the S&P 500 via SPXU (3× inverse). If BITO’s 5‑day return isn’t positive, but its 21‑day return is, it buys UPRO (3× S&P); otherwise it holds BIL.
Diversified, BITO-driven signal that toggles between UPRO, SPXU, and BIL. Near-zero SPY beta adds portfolio diversification. Out-of-sample: Sharpe ~0.81, Calmar ~0.82—solid risk-adjusted performance with leveraged upside and built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | -0.32 | 0.04 | -0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 69.07% | 11.97% | -0.31% | 4.98% | 0.73 | |
| 360.04% | 38.92% | 7.1% | 11.03% | 1.24 |
Initial Investment
$10,000.00
Final Value
$46,004.39Regulatory Fees
$203.53
Total Slippage
$1,742.07
Invest in this strategy
OOS Start Date
Nov 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, momentum, trend/countertrend, leveraged etfs, bitcoin-driven signal, us equities, treasuries
Tickers in this symphonyThis symphony trades 6 assets in total