Top Cap by MA + RSI ETF Hedge | Deez | (+179%) Back test from 18JUN2015
Today’s Change (Mar 17, 2026)
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About
A 3-regime, 1-asset-at-a-time rotation: extreme SPY momentum (RSI) drives hedged bets in UVXY, extreme oversold moves shift into a 3x-long trio (bottom MA), otherwise the system picks the single strongest名 mega-cap by 5-day momentum (now including NVDA). Daily rebalance, leveraged ETFs increase risk but aim for outsized moves.
- Start with cash-equal weighting (you invest your cash into a single chosen asset).
- Measure SPY’s 6-day RSI (momentum indicator):
• If RSI >= 90, look at UVXY (volatility/uncertainty proxy). Pick the top asset by 5-day MA return (here, UVXY is the candidate). Invest 100% in that asset.
• If RSI <= 28, look at three levered long ETFs (TQQQ, LABU, SPXL). Pick the bottom asset by 5-day MA return (the wager is contrarian, potentially seeking a rebound). Invest 100% in that asset.
• Otherwise (RSI between 28 and 90), look at eight large-cap stocks (WMT, MSTR, AMZN, KO, BRK/B, AAPL, TSLA, NVDA). Pick the top by 5-day MA return. Invest 100% in that asset.
- Rebalance daily to ensure only the chosen asset is held. NVDA has been added to the pool to reflect market weightings of mega-cap names.
3-regime, single-asset rotation targets outsized moves: out-of-sample annualized return ~28.9% vs S&P ~19.2%, aided by RSI hedges and top mega-cap picks. Higher upside with accepted higher drawdowns in volatile markets.
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Invest in this strategy
OOS Start Date
Mar 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Quantitative, momentum, rsi-based rotation, leveraged etf hedging, asset selection
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
KO
Coca-Cola Company
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MSTR
Strategy Inc Common Stock Class A
Stocks
NVDA
Nvidia Corp
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks