TEST | It's That Simple 2x | MbM
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, RSI-based pick-the-bottom strategy that goes all-in on one of five levered/active ETFs (utilities, staples, long bonds, gold, or short-maturity bonds). It rebalances every day, aiming to capture mean-reversion, with higher risk due to leverage and concentrated exposure.
What this strategy does, in plain language:
1) It looks at five ETF investments (things like utilities, consumer staples, long-term bonds, gold, and short-term bonds).
2) For each one, it checks a simple gauge called RSI based on the last 10 trading days to see which one looks the most «oversold» or cheapest recently.
3) It picks the one with the lowest RSI (the one that appears most out of favor) and puts all your money into just that single ETF.
4) Every trading day, it does the same calculation again and may switch to a different ETF if another one now looks the most oversold.
5) Because these are leveraged or actively managed funds, winners can be bigger but losses can be bigger too, and the performance can diverge a lot from simple 2x exposure over time.
6) Quick note on the ETFs themselves:
- UPW: Ultrapro Utilities 2x exposure (utilities sector, levered).
- UGE: Ultra Consumer Staples 2x (defensive consumer staples, levered).
- UBT: Ultra 20+ Year Treasury 2x (long-term bonds, levered).
- UGL: Ultra Gold 2x (gold, levered).
- MINT: Pimco Enhanced Short Maturity Active ETF (short-term bonds, actively managed).
RSI is a momentum/oscillator signal, not a guarantee. The strategy uses it as a simple tiebreaker to find the “lowest-rated” asset each day and ride that choice into the next day, re-evaluating daily.
Delivers superior risk-adjusted gains vs the S&P: out-of-sample return ~63% annualized vs ~21%, Sharpe ~2.25 vs ~1.74, Calmar ~9. Daily RSI-driven, single-asset tilt with leverage offers outsized upside; accept higher drawdowns for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.41 | 0.61 | 0.07 | 0.27 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 737.86% | 14.13% | -2.02% | -1.16% | 0.86 | |
| 98,313.64% | 53.51% | 13.86% | 29.04% | 1.27 |
Initial Investment
$10,000.00
Final Value
$9,841,363.62Regulatory Fees
$50,336.51
Total Slippage
$322,204.32
Invest in this strategy
OOS Start Date
Aug 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf selection, rsi ranking, daily rebalance, single-asset tilt