Custom Exposures
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A two-bucket, RSI-driven equity strategy with daily rebalance: 30% to six equal-weighted positions chosen via four RSI-based rules (plus SOFI), and 70% to Rigetti Computing (RGTI). High-risk due to leveraged/volatile components and single-stock tilt in Bucket B.
Here’s how it works in plain language:
- The strategy divides your money into two pots. 30% goes to a group called Stuff I Like, and 70% goes to Rigetti Computing (RGTI).
- Stuff I Like is built from six spots and is treated as an equal-weight group. Those six spots are:
1) SoFi Technologies (SOFI)
2) A choice between Archer Aviation (ACHR) and the iShares 0-3 Month Treasury Bond ETF (SGOV): the one with the lower RSI over the past 20 days is chosen.
3) Hims & Hers Health (HIMS)
4) A choice between Marathon Digital Holdings (MARA) and the 2x long VIX futures ETF (UVIX): the one with the lower RSI over the past 20 days is chosen.
5) A choice between Direxion Daily Financial Bull 3x Shares (FAS) and UVIX: the one with the lower RSI over the past 14 days is chosen.
6) A choice between Defiance Daily Target 2x Long SMCI ETF (SMCX) and SGOV: the one with the higher RSI over the past 14 days is chosen.
- Each of these six spots gets an equal share of the 30% bucket, so roughly 5% of the total portfolio per spot (assuming no ticker duplicates).
- The remaining 70% is invested in Rigetti Computing (RGTI).
- The mix is rebalanced every trading day to maintain the 30/70 split and the equal weighting inside the Stuff I Like bucket.
- RSI is a momentum indicator that looks at recent price strength. In this strategy, the rules pick the asset with the lowest RSI (the weakest momentum) for three of the choices and the asset with the highest RSI (the strongest momentum) for one choice, creating a mix of relatively weaker and relatively stronger momentum players within a disciplined rule set.
Out-of-sample Sharpe 1.87 vs SPY 0.87; Calmar 6.9; higher alpha and upside from a disciplined 30/70 RSI mix. Superior risk-adjusted returns vs the S&P, with larger drawdowns (~55%)—for investors with higher risk tolerance.
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Invest in this strategy
OOS Start Date
Nov 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, rsi momentum-based selection, two-bucket allocation, daily rebalance, leveraged etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
ACHR
Archer Aviation Inc.
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
HIMS
Hims & Hers Health, Inc.
Stocks
MARA
MARA Holdings, Inc. Common Stock
Stocks
RGTI
Rigetti Computing, Inc. Common Stock
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SMCX
Defiance Daily Target 2X Long SMCI ETF
Stocks
SOFI
SoFi Technologies, Inc. Common Stock
Stocks
UVIX
2x Long VIX Futures ETF
Stocks