10 Day RSI Oversold Block
Today’s Change (Mar 17, 2026)
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About
A daily, RSI-based trigger that shifts between the Nasdaq-100 levered ETF (TQQQ) and a cash-like asset (BIL) depending on oversold signals across four RSI windows (5, 10, 15, 20 days). If any window shows RSI below its threshold, invest in TQQQ; if none do, park in BIL. Designed to buy dips in Nasdaq-100 via a 3x levered ETF and otherwise stay in near-cash to reduce risk.
What RSI is: a number from 0 to 100 that tries to summarize how strong price moves have been recently. A low number (roughly below 30) suggests the asset has recently fallen a lot and might bounce back; a high number (roughly above 70) suggests it has risen a lot and might pull back. This strategy uses RSI across four timeframes for the same asset (TQQQ): 5 days, 10 days, 15 days, and 20 days. It compares each RSI to a threshold (5-day: 25, 10-day: 32.5, 15-day: 35, 20-day: 37.5). The checks are arranged in a sequence: if the 5-day RSI is below 25, tell me to buy/hold TQQQ; else check if the 10-day RSI is below 32.5; if that’s true, buy/hold TQQQ; else check 15-day RSI below 35; else check 20-day RSI below 37.5. If none of these conditions are met, move to BIL (cash-like). The result is a daily decision between two possible holdings: TQQQ (when oversold by any window) or BIL (when not). The strategy uses a 30-day window for its lookback context. In plain terms: it’s a rule saying “if Nasdaq-100 looks cheap on multiple recent checks, go for the levered Nasdaq ETF; otherwise stay in a cash-like position.” Pros: simple rules, explicit conditions, clear exit to cash. Cons: levered ETF risk, RSI lag, potential for frequent switching in choppy markets, and a concentrated bet on one index (Nasdaq-100).
RSI-based dip-buy on Nasdaq-100 with a cash shield. When any window signals oversold, you gain Nasdaq upside with 3x leverage; otherwise you stay near cash. A clear, rule-based complement to the S&P 500 with defined risk and upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 0.62 | 0.21 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 633.83% | 13.39% | -1.77% | 0.2% | 0.82 | |
| 2,634.27% | 23.19% | 0.27% | 5.11% | 1 |
Initial Investment
$10,000.00
Final Value
$273,426.56Regulatory Fees
$603.21
Total Slippage
$2,603.64
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, rsi, leveraged etf, cash allocation, daily rebalance, short-term risk management