Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash
Today’s Change (Oct 22, 2026)
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About
A simple market-timing strategy: own the broad market when conditions look healthy; when they don’t, only buy tech after a sharp selloff, otherwise hide in defensive consumer-staples stocks.
How it worksEach day, the strategy first asks: is the overall U.S. stock market healthy? It checks whether SPY (a fund tracking the S&P 500) is above its 200-day average price, a common “long-term trend” line.
If yes, it simply owns SPY.
If not, it gets defensive. Then it checks whether QQQ (a tech-heavy market fund) has fallen very hard recently using a 10-day RSI reading below 30. That means tech may be beaten down after a sharp drop. If so, it buys XLK (big U.S. tech stocks). If not, it parks in XLP, a steadier fund of everyday-products companies like food, drinks, and household goods.
Value propOut-of-sample strength: annualized return 24.6% vs 21.3% for the S&P 500, higher Sharpe (1.53 vs 1.32), lower max drawdown (11% vs 18.8%), and lower beta (~0.88). Calmar ~2.24. A smarter, steadier path to growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.08 | 0.8 | 0.72 | 0.85 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 882.82% | 8.65% | -0.05% | 3.57% | 0.53 | |
| 4,678.53% | 15.08% | -0.05% | 3.57% | 0.87 |
Initial Investment
$10,000.00
Final Value
$477,852.94Regulatory Fees
$615.14
Total Slippage
$4,773.14
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, dip-buying, sector rotation, defensive allocation, tech, consumer staples, daily rebalancing