RSI Toggle Strategy BE and BETA
Today’s Change (Aug 9, 2026)
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About
Daily, compare BE and BETA using a 14‑day RSI. If both look unusually strong, sit in BIL (T‑bills). Otherwise, own both but tilt 80/20 toward the stronger one (50/50 if tied). BE is Bloom Energy; BETA needs confirmation; BIL is T‑bills.
Each day it scores BE and BETA with a 14‑day RSI (a 0–100 “heat” gauge of recent up vs down days). If both scores are above 60 (running hot), it moves to BIL (T‑bills). Otherwise it holds both BE and BETA, tilting 80/20 toward the stronger by RSI (50/50 if tied). Rebalances daily.
BE = Bloom Energy (clean‑energy stock). BETA = please confirm exact fund/stock. BIL = 1–3 month Treasury bills ETF (cash‑like).
RSI-driven BE/BETA rotation with a cash hedge when both signals heat up. In out-of-sample tests, it outperforms the S&P 500 on a risk-adjusted basis (Sharpe 4.49 vs 2.48, alpha ~2.0), plus daily rebalancing and downside discipline.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 3.56 | 0.28 | 0.53 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 16.59% | 24.58% | 3.42% | 5.97% | 1.72 | |
| 97.9% | 165.74% | 26.49% | 13.24% | 1.54 |
Initial Investment
$10,000.00
Final Value
$19,790.21Regulatory Fees
$9.97
Total Slippage
$45.74
Invest in this strategy
OOS Start Date
Jul 9, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, relative strength, rsi(14), tactical rotation, daily rebalance, risk-off to t-bills, two-asset tilt
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BE
Bloom Energy Corporation
Stocks
BETA
Beta Technologies, Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks