Infinite RSI | QQQ
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, QQQ‑driven, high‑risk strategy. When QQQ looks overheated it shifts to VIXY (volatility). When it looks washed out it goes 3× long tech (TQQQ/TECL). Otherwise it trend‑follows with QLD/QQQ/PSQ based on moving averages.
Each day it watches QQQ (Nasdaq‑100).
1) If QQQ looks very “hot” by RSI—a 0–100 gauge of recent buying—on any of several lookbacks, it moves to VIXY (a volatility fund that jumps when markets drop).
2) If QQQ looks very “cold” (RSI low), it buys 3× tech bulls (TQQQ, TECL).
3) Otherwise it follows trend: above 150‑day average price → QLD (2×); above 30‑day average price → QQQ; else PSQ (inverse).
Out-of-sample performance: a Nasdaq/tech‑driven strategy delivering ~56.6% annualized return vs ~17.9% for the S&P, Sharpe ~1.17 and Calmar ~2.28. Higher upside and alpha, with ~25% max drawdown—suitable for high‑risk, high‑reward investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.58 | 1.23 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 706.41% | 14.19% | 1.72% | 4.21% | 0.87 | |
| 3,654,750.59% | 95.05% | 10.75% | 18.37% | 1.71 |
Initial Investment
$10,000.00
Final Value
$365,485,058.53Regulatory Fees
$351,718.49
Total Slippage
$3,368,953.38
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi mean-reversion, trend-following mas, leveraged etfs, nasdaq/tech focus, volatility hedge