Bitcoin signal | RSI Check
Today’s Change (Aug 23, 2026)
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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.
Out-of-sample annualized return 26.50% vs SPY 22.86%, with Calmar 1.21, signaling strong risk-adjusted upside. Bitcoin-informed timing with 3x ETFs aims for higher growth with disciplined downside management, not just a plain SPY hold.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.45 | -0.3 | 0.03 | -0.17 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 74.45% | 12.46% | 2.33% | 3.36% | 0.76 | |
| 466.63% | 44.21% | 23.2% | 28.49% | 1.36 |
Initial Investment
$10,000.00
Final Value
$56,663.49Regulatory Fees
$213.44
Total Slippage
$1,825.84
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