RSI FrankenFest v1(©K) 93 | 22 | 2020
Today’s Change (Feb 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, tactical plan that flips risk on/off with a long‑term trend. In uptrends it either buys aggressive tech/market funds (especially after sharp dips) or stays mostly in QQQ; in doubt it hides in T‑bills. In downtrends it rotates among defensive bond/sector funds.
How it worksTrend: If QQQ sits above its 200‑day average, we’re risk‑on; otherwise risk‑off.
Risk‑off: own the single most short‑term oversold defensive fund (from bonds/staples/utilities/health care).
Risk‑on: if the Nasdaq is very oversold, buy an equal mix of the two most volatile 2–3x tech/market funds; otherwise, if Tech beats a managed‑futures fund (KMLM), hold 80–100% QQQ (bonds/transports decide 100% vs a QQQ+defensive mix). If not, sit in T‑bills (BIL).
RSI = 0–100 speedometer; low=oversold, high=hot. Rebalances daily.
Value propBacktested out-of-sample results show this strategy delivering stronger risk-adjusted returns, lower drawdowns, and smarter on/off timing than the S&P 500—capturing tech rallies while protecting capital in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.59 | 0.95 | 0.24 | 0.49 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 100.37% | 14.42% | 1.75% | 5.97% | 0.88 | |
| 3,159.58% | 96.48% | 14.68% | 31.23% | 2.21 |
Initial Investment
$10,000.00
Final Value
$325,958.44Regulatory Fees
$1,319.23
Total Slippage
$8,629.57
Invest in this strategy
OOS Start Date
Nov 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum, mean reversion, risk-on/off, leveraged etfs, sector rotation, defensive bonds
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
LTL
ProShares Ultra Communication Services
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks