Back When Pearl Jam Was a Thing aka 60d RSI Looong BT
Today’s Change (Oct 9, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Simple switch: when the S&P 500’s 60‑day strength score is strong (RSI > 60), own Berkshire Hathaway (BRK.A). Otherwise hold the S&P 500 fund (SPY). Always 100% in one holding; no leverage or shorts.
It watches the S&P 500 via SPY. A 60‑day “strength” score (RSI) looks at how often and how much prices rose versus fell; above 60 means recent gains have dominated. If that happens, it moves 100% into Berkshire Hathaway (BRK.A—Buffett’s company: insurance, railroad, utilities, big Apple stake). Otherwise it holds SPY, the S&P 500 fund. It switches only when this score crosses the line.
Out-of-sample, a simple SPY/BRK.A rotation using SPY’s 60-day RSI offers higher risk-adjusted returns and higher annualized gains than the S&P 500, with similar drawdown and positive alpha (Sharpe ~1.39 vs ~1.23; ~21.6% vs ~19.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.01 | 0.96 | 0.96 | 0.98 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 2,783.49% | 11.06% | 1.29% | 4.09% | 0.65 | |
| 3,075.8% | 11.39% | 1.29% | 4.09% | 0.68 |
Initial Investment
$10,000.00
Final Value
$317,580.48Regulatory Fees
$273.95
Total Slippage
$2,431.05
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Us equities, momentum, tactical rotation, rules-based, single-signal, long-only
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks