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A symphony is an automated trading strategy — Learn more about symphonies here
About
A 30/70 split: 30% in an RSI-filtered, equally weighted basket of equities/ETFs; 70% in Rigetti Computing. Equity picks come from momentum screens with lookbacks of 14–20 days; some assets are chosen as bottoms or tops in RSI. Rebalancing cadence is unclear (daily vs quarterly). High risk due to concentration and leverage.
This strategy splits your money into two parts. About 30% goes into a small basket of stocks and ETFs that are picked using a set of RSI momentum filters and then held with equal weight inside that 30%. The remaining 70% goes entirely into Rigetti Computing (RGTI), a single volatile stock. The RSI filters look at recent price strength over short windows (roughly 14–20 days) and pick assets that meet “bottom” (weaker momentum) or “top” (stronger momentum) criteria. The 30% basket is built from assets like SOFI, ACHR, SGOV, HIMS, MARA, UVIX, FAS, SMCX, and others, with the exact selections determined by the nested filters. Rebalancing frequency is inconsistent in the description (root says quarterly for the equity sleeve; other text mentions daily adjustments). In practice, you would rebalance to maintain the 30%/70% split and to keep the weights equal within the 30% sleeve, adjusting as RSI signals change. This is a high-risk setup due to heavy concentration in one stock and the use of leveraged/volatility ETFs.
Out-of-sample edge: ~198% annualized return and Calmar 3.53 vs S&P. Higher upside and alpha from a diversified 30% RSI basket plus a single volatile core; expect larger drawdowns than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.37 | 2.21 | 0.09 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 22.17% | 14.28% | -1.77% | 0.2% | 0.86 | |
| 1,719.73% | 591.84% | 6.53% | -21.32% | 2.13 |
Initial Investment
$10,000.00
Final Value
$181,972.68Regulatory Fees
$5.20
Total Slippage
$30.69
Invest in this strategy
OOS Start Date
Apr 4, 2025
Trading Setting
Quarterly
Type
Stocks
Category
Equities, etfs, rsi momentum signals, equal-weighted basket, single-stock concentration
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