RSI(2) Mean Reversion: TMF, ARQQ, CRWV, SMR
Today’s Change (Aug 18, 2026)
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About
Buys short‑term dips in TMF (leveraged Treasuries), ARQQ (quantum security), CRWV (verify), and SMR (nuclear tech) using a 2‑day RSI. Splits money toward calmer names and rebalances daily to capture quick rebounds.
Assets: TMF=3x long US Treasuries; ARQQ=quantum‑security stock; CRWV=verify ticker; SMR=nuclear‑tech stock.
Each day, score each with RSI(2)—a 0–100 gauge of last 2 days; low=oversold.
Buy the oversold ones. If several, split money giving more to the calmer (lower recent volatility).
Rebalance daily; trim/sell as they bounce.
RSI(2) mean-reversion across TMF, ARQQ, CRWV, SMR with daily rebalancing and inverse-volatility weights. OOS Sharpe 0.51 and 14.0% annual return vs SPY ~17%; but with a much larger max drawdown. A volatility-diversifying complement to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.51 | 1.53 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 40.07% | 27.73% | 3.95% | 4.88% | 1.48 | |
| 174.19% | 108.03% | 33.52% | 51.5% | 1.54 |
Initial Investment
$10,000.00
Final Value
$27,418.89Regulatory Fees
$76.60
Total Slippage
$530.56
Invest in this strategy
OOS Start Date
Oct 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi(2), short-term, daily rebalance, inverse-vol weighting, multi-asset, leveraged etf, small-cap stocks, high risk
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
ARQQ
Arqit Quantum Inc. Ordinary Shares
Stocks
CRWV
CoreWeave, Inc. Class A Common Stock
Stocks
SMR
NuScale Power Corporation
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks