(defsymphony "JF Customized Momentum and Mean Reversion" {:asset-class "EQUITIES", :rebalance-frequency :daily} (weight-equal [(if (> (current-price "SPY") (moving-average-price "SPY" {:window 200})) [(weight-equal [(if (> (rsi "TQQQ" {:window 10}) 79) [(weight-equal [(asset "SHV" )])] [(weight-equal [(if (> (rsi "SPY" {:window 10}) 80) [(weight-equal [(asset "SHV" )])] [(weight-equal [(if (> (rsi "SPY" {:window 60}) 60) [(weight-equal [(filter (rsi {:window 10}) (select-top 1) [(asset "IEF") (asset "GLD" ) (asset "BSV" )])])] #can add more depending on regime [(asset "SSO" )])])])])])])] [(weight-equal [(if (< (rsi "TQQQ" {:window 10}) 31) [(asset "TECL")] #can change depending on regime [(weight-equal [(if (> (current-price "QQQ") (moving-average-price "QQQ" {:window 20})) [(weight-equal [(if (> (cumulative-return "QQQ" {:window 10}) 5.5) [(asset "PSQ")] [(asset "QQQ")])])] [(weight-equal [(filter (rsi {:window 10}) (select-top 1) [(asset "IEF") (asset "PSQ") (asset"BSV")])])])])])])])])) #can add more depending on regime