[230723] 2d RSI Ganesh Sunday Showdown
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑based swing strategy that uses an ultra‑short‑term “heat” reading on TQQQ to toggle: oversold → leveraged tech longs; overbought → volatility + inverse tech; otherwise → mix of QQQ and the strongest bearish picks. Very high risk.
It watches a 2‑day RSI on TQQQ (a 3x Nasdaq‑100 fund). Think of RSI as a 0–100 heat meter of how fast price just moved.
- RSI<8: 50% QQQ + 50% split across SOXL (3x semis), TQQQ, TECL (3x tech), SVXY (short VIX).
- RSI>94: 50% VIXM (long VIX) + 50% from SQQQ, SOXS, TECS, UVXY (bearish/long VIX).
- Otherwise: 50% QQQ + 50% from SQQQ/SOXS/TECS/UVXY, picked by 5–15 day momentum/vol; favor non‑UVXY 3:1.
An out-of-sample swing strategy that tactically uses leveraged tech, volatility and inverse bets. It aims for ~29% annualized return vs ~20% for the S&P, with Calmar ~1.34 and Sharpe ~1.05—stronger risk-adjusted upside, albeit higher drawdowns.
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 | |
|---|---|---|---|---|---|
| 617.41% | 14.75% | -0.15% | 0.4% | 0.91 | |
| 3,951.85% | 29.5% | 3.48% | 6.37% | 1.07 |
Initial Investment
$10,000.00
Final Value
$405,185.05Regulatory Fees
$1,609.50
Total Slippage
$10,217.95
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, leveraged etfs, inverse etfs, volatility, tech-focused, momentum, mean reversion, swing trading
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks