Infinite RSI! - QQQ
Today’s Change (Oct 22, 2026)
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About
An aggressive Nasdaq timing strategy: usually leveraged long, buys harder on dips, but shifts to volatility hedges, inverse funds, plain QQQ, or Treasury bills when the market looks overheated or weak.
This strategy watches QQQ, a fund tied to the Nasdaq-100 (large growth/tech stocks like Apple, Microsoft, Nvidia, Amazon). It uses RSI, a simple “hot or cold” gauge of recent price moves.
Usually, if QQQ is in a healthy long-term uptrend, it holds QLD, a 2x bullish Nasdaq fund. If prices fall hard, it gets more aggressive and buys TQQQ and TECL. If prices look too overheated, it switches to defensive bets like UVXY or SQQQ, or to BIL (very short-term Treasury bills). If the market is choppy, it may hold plain QQQ instead.
Out-of-sample, this Nasdaq-timing strategy beats the S&P on risk-adjusted return: Sharpe 1.11 vs 1.05, Calmar 1.63, with ~53% annualized return. Expect higher drawdowns (~32% vs ~19%), but strong tech upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | 1.49 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 2,453,039.45% | 96.04% | -3.76% | 9.95% | 1.62 |
Initial Investment
$10,000.00
Final Value
$245,313,944.60Regulatory Fees
$271,881.83
Total Slippage
$2,603,373.91
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Nasdaq-100, tech, leveraged long, inverse hedge, volatility hedge, rsi mean reversion, trend following, tactical asset allocation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks