CUE RSI Strategy
Today’s Change (Oct 22, 2026)
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About
A simple rule-based strategy that buys volatile biotech stock CUE only after heavy recent selling, and otherwise sits in BIL, a cash-like short-term Treasury fund.
This strategy watches one stock: Cue Biopharma (CUE), a small biotech company that can move sharply on news.
Each day it checks CUE’s 14-day RSI, a simple score of how heavily the stock has been sold lately. If that score is below 30, the strategy buys CUE, assuming it may be due for a rebound. If not, it moves into BIL, a very short-term U.S. Treasury fund used like cash.
Out-of-sample edge: ~16.4% annualized return vs SPY ~15.5%, via a simple RSI<30 rule switching between CUE and BIL cash. Rule-based alpha with Calmar ~0.32; strong risk-adjusted performance, but biotech drawdowns can be sizable.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.21 | 0.14 | 0.01 | 0.08 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 211.63% | 13.91% | -0.05% | 3.57% | 0.78 | |
| 389.23% | 19.95% | 0.32% | 0.94% | 0.68 |
Initial Investment
$10,000.00
Final Value
$48,923.34Regulatory Fees
$49.18
Total Slippage
$369.92
Invest in this strategy
OOS Start Date
Nov 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi, mean reversion, single-stock biotech, tactical allocation, cash equivalent, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CUE
Cue Biopharma, Inc.
Stocks