OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, one-position, contrarian switch: buy UVXY when markets look overheated; buy 3x bull ETFs (TQQQ/SOXL/SPXL) when deeply oversold; otherwise sit in T‑bills. Aims to catch quick reversals; very high risk.
Every day it checks a 0–100 “heat” score (RSI) over ~2 weeks for fast-moving stock funds. >80 = very hot; <30 = very cold.
• If TQQQ or SPXL look very hot, it buys UVXY (a volatility fund that jumps when stocks drop).
• If TQQQ, SOXL, or SPXL look very cold, it buys that 3x bull fund.
• Else it holds BIL (T‑bills). Only one holding at a time.
Out-of-sample RSI-extreme signals drive a single-position, leveraged-ETF strategy to capture reversals. ~34% annualized return vs ~20% for the S&P 500, with Calmar ~1.50 (better risk-adjusted); but higher drawdown and volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.4 | 0.6 | 0.07 | 0.27 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 68,184.63% | 54.85% | 0.3% | 10.51% | 1.37 |
Initial Investment
$10,000.00
Final Value
$6,828,463.04Regulatory Fees
$9,206.25
Total Slippage
$76,800.76
Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, contrarian, mean reversion, leveraged etfs, volatility, rsi-based, daily rebalancing, single-position
Tickers in this symphonyThis symphony trades 5 assets in total