RSI VIX Frontrunner | UVXY/VIXY + Cash/Berkshire (29/6) 19 STD since 2011
Today’s Change (Mar 18, 2026)
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About
An RSI-based volatility forecaster that toggles between UVXY/VIXY and cash/Berkshire, using daily signals to ride volatility spikes while defaulting to safety. It’s a tactical overlay with a Berkshire fallback and cash-like ballast.
Plain language description of how it operates:
1) It watches volatility proxies (UVXY and VIXY) and market momentum to decide where to invest each day.
2) If the volatility signal looks strong (as judged by RSI readings on UVXY and related checks), it shifts exposure toward the volatility ETFs to try to benefit from rising market volatility.
3) If market momentum becomes extreme or signals indicate risk is high (for example, an overbought reading on a broad market proxy like SPY), it steers toward safer cash-like assets (BIL) and a safety stock (BRK.A) rather than chasing more volatility.
4) When volatility signals aren’t compelling, the default posture is to hold cash-like assets or BRK.A, with a focus on capital preservation.
5) The daily rebalancing updates weights across the “Frontrunner” block (which often emphasizes cash and BRK.A) and the volatility sleeves, aiming to “front-run” spikes rather than react after a crash.
6) The cash component typically uses BIL (short‑term Treasuries) to provide liquidity and a small yield, while BRK.A provides pure equity exposure with a different risk profile.
In short: a rules-based overlay that uses RSI signals on UVXY/VIXY to time volatility exposure, with cash and Berkshire Hathaway as safety rails and daily rebalancing to keep the mix aligned with the signals.
RSI-driven volatility overlay designed to shield capital. Out-of-sample shows smaller drawdowns (2.56% vs 5.07% SPX) and lower volatility, delivering ballast and diversification—though upside may lag in strong markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.29 | -0.18 | 0.02 | -0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 581.01% | 14.49% | -1.77% | 0.2% | 0.9 | |
| 3,026.83% | 27.48% | — | 1.16% | 1.33 |
Initial Investment
$10,000.00
Final Value
$312,683.29Regulatory Fees
$556.77
Total Slippage
$3,690.96
Invest in this strategy
OOS Start Date
Jul 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-timing, rsi-based, tactical asset allocation, cash/buffer, berkshire fallback
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/A
Berkshire Hathaway Inc.
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks