Back When Pearl Jam Was a Thing aka 60d RSI Looong BT
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A simple switch: if the U.S. stock market has been rising strongly over the last 60 days, buy Berkshire Hathaway; otherwise, own the S&P 500 through SPY.
This strategy is always fully invested in stocks.
It watches SPY, a fund that tracks the S&P 500 (the large U.S. stock market). It calculates a 60-day RSI, which is simply a 0-to-100 score of whether the market has mostly been rising or falling lately.
If that score is above 60, it buys Berkshire Hathaway. If not, it just owns SPY.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted returns: ~19.8% annualized vs ~18.1%, Sharpe ~1.29 vs ~1.15, beta ~0.91. It rotates into Berkshire Hathaway on momentum for higher upside with less market risk.
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 | |
|---|---|---|---|---|---|
| 2,756.97% | 11% | -1.04% | -0.34% | 0.65 | |
| 3,046.59% | 11.33% | -1.04% | -0.34% | 0.67 |
Initial Investment
$10,000.00
Final Value
$314,658.80Regulatory 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, berkshire hathaway, s&p 500, 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