This Is Interesting (60d RSI of SHV)
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily tactical switch among QQQ (growth), XLK (tech on dips), and SHV (cash) using SPY’s 200‑day trend and QQQ’s 10‑day RSI. A high 60‑day RSI in SHV makes it prioritize buying tech dips over following the trend.
Each day it picks one ETF: QQQ (Nasdaq‑100), XLK (S&P 500 tech), or SHV (short‑term Treasuries). It checks: 1) Market trend: SPY vs its 200‑day average (uptrend or not). 2) Tech dip: QQQ 10‑day RSI (a recent buying/selling meter; <30 = short‑term dip). 3) Cash strength: SHV 60‑day RSI (>65 = strong drift). If cash is strong, it favors buying tech dips first; otherwise, it follows the market trend first. If neither risk‑on nor dip, it parks in SHV.
Out-of-sample: ~25.8% annualized return vs SPY ~21.3%, lower drawdown (16.4% vs 18.8%), Calmar ~1.57. Higher upside with risk controls; slightly lower Sharpe but stronger risk-adjusted performance across 976 days vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.14 | 0.58 | 0.43 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 654.18% | 11.01% | 2.33% | 3.36% | 0.63 | |
| 4,561.13% | 21.97% | 2.73% | 2.05% | 1.24 |
Initial Investment
$10,000.00
Final Value
$466,113.43Regulatory Fees
$580.44
Total Slippage
$5,108.94
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical rotation, tech tilt, risk-on/risk-off, cash parking