[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
RSI-driven, multi-asset momentum with dynamic selection across leveraged and inverse ETFs; aims to chase short-term upside and hedge downside; heavy risk; complex, not for buy-and-hold.
RSI windows and relative strength guide asset selection; blocks weight and allocate cash across chosen assets; uses basic momentum sorting (bottom/top) and simple filters to decide exposure; overall rebalance is limited to a narrow corridor.
RSI-driven, multi-asset momentum across leveraged/inverse ETFs targets higher upside vs the S&P 500. OOS return ~37.7% vs 20.7% for SPY, with larger drawdowns (~50% vs ~19%). Higher growth, higher risk.
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
Rsi-based momentum, multi-asset, leveraged etfs, hedging, short-term trend following
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