Alternative to 10d RSI < 31
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys deep dips using 3× tech/semis or 3× S&P 500 based on a 10‑day oversold gauge (RSI). If no dip, it parks in short‑term bonds. Position size increases as the dip deepens. Extremely volatile/high risk.
RSI = a 0–100 gauge of how stretched the last 10 days are; lower = more sold‑off.
1) If tech/growth (via TQQQ) is sold‑off (<31): buy 3× Tech (TECL) + 3× Semis (SOXL), scaled by depth: <20 → 100% TECL+SOXL; 20–25 → 75% risk/25% bonds (BSV); 25–31 → 33% risk/67% bonds.
2) Else, check SPY: <21 → 100% 3× S&P (UPRO); 21–28 → 75% UPRO/25% bonds; 28–30 → 33% UPRO/67% bonds; ≥30 → bonds.
Out-of-sample edge: 26.78% annualized return vs SPY’s 22.52%, smaller drawdown (10.71% vs 18.76%), Calmar 2.50, and Sharpe ~1.02. A signal-driven, hedged path to higher, more durable gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.13 | 0.36 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 804.38% | 14.23% | 1.72% | 4.21% | 0.87 | |
| 1,522.67% | 18.34% | -0.71% | 6.08% | 1.04 |
Initial Investment
$10,000.00
Final Value
$162,267.27Regulatory Fees
$180.17
Total Slippage
$844.03
Invest in this strategy
OOS Start Date
Oct 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi mean-reversion, leveraged etfs, tech/semiconductors focus, tactical timing, risk-on/risk-off, bond hedge, high risk
Tickers in this symphonyThis symphony trades 6 assets in total