Better Ballers - RSI Sort 10.1.23
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, rules‑based, daily rotation that rides chip/tech upswings with leveraged ETFs and quickly flips to hedges (inverse, volatility, bonds or cash‑like T‑bills) when markets look overheated or fragile.
Each day it reads two “traffic lights”: 1) Heat of stocks (RSI = a quick ‘too hot/too cold’ gauge; high = overbought, low = oversold). 2) Bond trend (short T‑bills vs long Treasuries like TLT/IEF) to judge risk‑on/off. Risk‑on: buy fast movers, mainly leveraged tech/semis (TQQQ, TECL, SOXL). Too hot or risk‑off: hedge with inverse funds (SQQQ, SOXS), volatility (UVXY), or sit in cash‑like BIL. Small side modules trade ARKK, Bitcoin (BITO/BITI), oil/gold, and USD.
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe ~1.59 vs 1.46, Calmar ~2.0, annualized ~99% vs ~24%. Expect higher drawdowns (~50%) due to leverage and regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.08 | 0.99 | 0.09 | 0.31 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 120.93% | 21.87% | 1.72% | 4.21% | 1.34 | |
| 10,219.57% | 217.99% | 4.15% | 37.54% | 2.52 |
Initial Investment
$10,000.00
Final Value
$1,031,956.56Regulatory Fees
$2,638.15
Total Slippage
$19,819.83
Invest in this strategy
OOS Start Date
Oct 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, tech/semis focus, volatility hedges, regime switching, trend+mean reversion, macro overlays, crypto/ark satellite