Bitcoin signal | RSI Check
Today’s Change (Oct 22, 2026)
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About
An aggressive timing strategy that uses bitcoin’s recent trend to decide whether to bet hard on the S&P 500 going up, bet against it, or sit safely in short-term Treasury bills.
This strategy watches BITO, a fund tied to bitcoin, and uses it like a mood gauge for the market.
If bitcoin has risen over the last 5 trading days, it usually bets against the S&P 500 using SPXU, a fund that rises when the market falls. But if stocks look weaker than short-term government bonds, it plays it safer and moves into BIL, a cash-like Treasury fund.
If bitcoin has not risen over the last 5 days, it checks the last 21 days. If bitcoin is still up over that longer period, it bets on the S&P 500 rising using UPRO. If not, it stays in BIL.
Out-of-sample edge: ~25.3% annualized return vs ~21.7% for SPY, with Calmar ~1.15 indicating solid risk-adjusted gains. Uses Bitcoin-signal timing for bigger upside, but involves higher drawdown (~21.9%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | -0.29 | 0.03 | -0.17 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 76.57% | 12.29% | -0.05% | 3.57% | 0.76 | |
| 472.06% | 42.7% | -2.5% | 24.39% | 1.33 |
Initial Investment
$10,000.00
Final Value
$57,206.24Regulatory Fees
$235.25
Total Slippage
$1,978.15
Invest in this strategy
OOS Start Date
Nov 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Market timing, tactical asset allocation, leveraged equity, inverse equity, bitcoin signal, risk-off/cash
Tickers in this symphonyThis symphony trades 6 assets in total