Anti-chop QLD For The Long Term
Today’s Change (Aug 7, 2026)
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About
Rules that switch among QQQ, 2x QLD, inverse PSQ, SPY, and SHY using long‑term trend, short‑term “heat” (RSI), and moving‑average crossovers. Goal: ride tech uptrends, hedge or go inverse in chop, and buy sharp dips in downtrends.
It rotates among: QQQ (big tech: AAPL/GOOG/TSLA), QLD (2x QQQ), PSQ (moves opposite QQQ), SPY (S&P 500), SHY (short‑term Treasuries).
1) If SPY is above its 200‑day average, hold QQQ unless QQQ is very hot (RSI>81) → PSQ.
2) If below: if QQQ is washed out (RSI<30) → QLD; else if SPY is washed out → SPY; else size QQQ vs PSQ/SHY using 4/6/20‑day averages to avoid whipsaws (pick PSQ or SHY by stronger recent RSI).
RSI=0–100 “heat”; moving average=recent‑price average.
Out-of-sample annualized return ~33.8% vs SPY ~23.2%, with Calmar ~1.33 and Sharpe ~1.35. Higher drawdowns (~25% vs ~19%), but built-in hedges (PSQ/QLD/SHY) offer upside potential with risk control and diversified tech exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.25 | 0.75 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 770.99% | 11.4% | 2.3% | 5% | 0.65 | |
| 55,009.34% | 37% | -1.13% | 1.67% | 1.42 |
Initial Investment
$10,000.00
Final Value
$5,510,934.38Regulatory Fees
$6,042.15
Total Slippage
$51,790.77
Invest in this strategy
OOS Start Date
Nov 4, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical allocation, trend following, momentum, mean reversion, hedging, leveraged/inverse etfs