RSI TQQQ < AGG
Today’s Change (Nov 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
If big Nasdaq stocks have looked weaker than bonds over the past month, this strategy makes a high-risk 3x bet on a Nasdaq rebound; otherwise it stays in short-term Treasury bills.
This strategy watches the last 21 trading days (about 1 month) of two market gauges: QQQ, which represents big Nasdaq growth stocks, and AGG, which represents the broad U.S. bond market.
It compares their RSI, a simple measure of which one has had stronger recent price moves. If QQQ has been weaker than AGG, it buys TQQQ, an aggressive fund that aims to move about 3x the Nasdaq-100 each day. Otherwise, it moves to BIL, a very short-term Treasury bill fund that behaves like a cash parking spot.
Out-of-sample, this strategy targets higher upside than SPY by switching to 3x Nasdaq exposure after tech weakness vs bonds, otherwise staying in cash. About 30% annualized return vs SPY’s ~23%, with larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.17 | 1.9 | 0.52 | 0.72 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 852.68% | 14.45% | -1.04% | -0.34% | 0.88 | |
| 38,302.42% | 42.8% | -15.61% | -11.89% | 1.02 |
Initial Investment
$10,000.00
Final Value
$3,840,241.84Regulatory Fees
$8,876.30
Total Slippage
$71,205.24
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, leveraged equity, tech, momentum, rsi, risk-on/risk-off, cash alternative