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SPY_2_Day_RSI - Ganesh
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About

Switches between two funds: if the S&P 500 is extremely oversold over 2 days, jump into leveraged semiconductor stocks (SOXL) for a rebound; otherwise stay defensive in consumer staples (XLP).
NutHow it works
It checks a 2‑day RSI on SPY (a 0–100 gauge of how stretched the last 2 days were). If RSI < 10 (very oversold), it moves 100% into SOXL, a 3× bull fund tied to chipmakers, aiming to catch a sharp rebound. Otherwise it holds XLP, a defensive consumer‑staples fund. It switches when the signal changes.
CheckmarkValue prop
Rules-based tactical tilt: switch to SOXL on extreme SPY oversells and to XLP otherwise. Seeks rapid rebounds and diversification from the broad market, with automatic risk controls and clear rule-driven exits.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.16
1.29
0.36
0.6
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
686.67%
14.08%
3.07%
6.63%
0.85
7,633.91%
32.02%
-0.67%
13.42%
0.92
Initial Investment
$10,000.00
Final Value
$773,390.54
Regulatory Fees
$2,353.33
Total Slippage
$12,262.34
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, mean reversion, rsi(2), spy-based signal, leveraged etf, semiconductors, consumer staples, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type