[PUB] WAM + Colonel Sanders [RSI 20d SPY TFLO]
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A multi-bucket, RSI-driven momentum strategy that rotates among leveraged long and inverse ETFs across tech/indices, with equalized group weights and single-asset picks per group, aiming to chase winners while hedging risk. Rebalances are limited to a 5% drift corridor.
In simple terms:
- The system watches many ETFs to see which have the strongest recent momentum using RSI (a momentum gauge that compares recent gains to losses).
- It divides your available cash into several groups (buckets). Each group has its own rules for picking assets and an equal cash split inside the group.
- Within each group, it filters the assets with RSI and other momentum metrics, then picks (usually) one asset from that group to hold, based on short-term performance signals (moving-average returns, recent volatility).
- The assets include both long bets (like tech and broad market bulls) and hedges/shorts (inverse or bear ETFs) to manage risk if momentum turns down.
- The groups run somewhat independently but contribute to a single overall portfolio with an overall weighting scheme. Rebalancing happens only within a 5% drift band rather than every period, reducing churn.
- The net effect is a diversified, momentum-driven mix of long and hedged positions, rotated as different assets show stronger momentum signals, rather than a static allocation.
Capture higher upside than the S&P via RSI-driven momentum across leveraged longs and inverse ETFs with hedges. OOS return: 37.66% vs SPY 20.69%; higher drawdowns are possible but managed by 5% drift control and diversified groups.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.81 | 0.91 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 71.41% | 15.08% | -2.02% | -1.16% | 0.9 | |
| 56,181.13% | 420.89% | -0.27% | -12.7% | 2.51 |
Initial Investment
$10,000.00
Final Value
$5,628,112.56Regulatory Fees
$44,631.37
Total Slippage
$299,947.10
Invest in this strategy
OOS Start Date
Jul 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Momentum investing, rsi rotation, multi-asset, leveraged etfs, inverse hedges, tactical allocation
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
FNGS
MicroSectors FANG+ ETNs due January 8, 2038
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks