Yolo Sorter - RSI
Today’s Change (Feb 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it builds 10 cash/risk mixes of the same engine and buys the two with the strongest recent momentum (RSI). Inside it switches among 3× bull Nasdaq/S&P, 3× bear Nasdaq, volatility (VXX), or T‑bills based on trend and overbought/oversold signals.
It rotates among: TQQQ (3× Nasdaq), SQQQ (3× short Nasdaq), UPRO (3× S&P 500), SOXL (3× semis), TECL (3× tech), VXX (volatility), and BIL (T‑bills). RSI is a 0–100 hot/cold gauge; >80=overheated, <30=washed‑out. If overheated, buy VXX. If washed‑out, buy 3× bulls. Otherwise a trend check (vs 200‑day avg) chooses TQQQ or SQQQ/cash. It builds 10 versions with 10–90% cash, then picks the top 2 by 14‑day RSI and rebalances daily.
Out-of-sample proof: lower drawdowns (1.74% vs SPY 2.53%), Calmar ~4.1, and 7.1% annualized return. Strong risk-adjusted performance and capital protection, delivering steadier growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.51 | 0.08 | 0.01 | 0.07 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 191.85% | 14.3% | 1.75% | 5.97% | 0.79 | |
| 5,335.1% | 64.62% | 0.11% | 4.18% | 2.26 |
Initial Investment
$10,000.00
Final Value
$543,510.05Regulatory Fees
$743.62
Total Slippage
$4,496.60
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,trend following,leveraged etfs,volatility hedging,daily rebalancing,risk-managed
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks