[230723] 2d RSI Ganesh Sunday Showdown
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Three-mode switch using TQQQ’s 2‑day RSI: buy high‑beta tech after sharp drops, short/hedge after sharp surges, otherwise hold QQQ. Uses 3× tech/semis ETFs and VIX products for punchy, tactical moves.
It watches a 2‑day RSI (a 0–100 “speedometer” of how fast TQQQ moved). If RSI < 8 (washed out), it goes risk‑on: half QQQ and half split across 3× tech/semis (TQQQ, SOXL, TECL) plus SVXY (benefits when volatility falls). If RSI > 94 (very hot), it goes risk‑off: half VIXM and half in inverse 3× tech/semis (SQQQ, TECS, SOXS) and sometimes UVXY. Otherwise it stays in QQQ.
Out-of-sample annualized return ~29% vs ~20% for the S&P 500, delivering bigger upside. A regime-driven tech/semis mix with volatility hedges offers solid risk-adjusted performance (Calmar ~1.34). Note higher drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.14 | 1.03 | 0.39 | 0.62 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 602.4% | 14.54% | -1.77% | 0.2% | 0.89 | |
| 3,966% | 29.44% | 1.93% | 11.46% | 1.07 |
Initial Investment
$10,000.00
Final Value
$406,599.76Regulatory Fees
$1,621.36
Total Slippage
$10,298.44
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical,swing,rsi,momentum,leveraged etfs,inverse etfs,volatility,tech,semiconductors,market timing
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks