RSI(2) Mean Reversion: TMF, ARQQ, CRWV, SMR
Today’s Change (Oct 8, 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.
Adds a high-volatility, short-term mean-reversion overlay to diversify a core S&P 500. Out-of-sample: ~11.2% annualized return with daily rebalancing and inverse-vol weighting to capture quick rebounds in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | 1.6 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 41.25% | 25.51% | 1.72% | 4.21% | 1.42 | |
| 172.85% | 93.56% | -3.5% | 26.24% | 1.41 |
Initial Investment
$10,000.00
Final Value
$27,285.30Regulatory Fees
$92.50
Total Slippage
$614.51
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