Ob Os Staple my Bonds V0.1 (33,31,2007)
Today’s Change (Oct 20, 2026)
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About
Buys 2× bull QLD when QQQ is oversold, buys 2× inverse QID when QQQ is overbought; otherwise holds the more beaten‑down defensive choice between consumer‑staples (XLP) and bonds (VBF). A simple RSI‑driven, mean‑reversion rotation.
It watches QQQ’s recent momentum using a 0–100 gauge (RSI). If QQQ looks very beaten‑down (RSI ≤ 30), it buys QLD, a fund that aims to rise about 2× QQQ. If QQQ looks very hot (RSI ≥ 80), it buys QID, a fund that moves about 2× opposite QQQ. Otherwise, it plays defense: it holds whichever looks more beaten‑down between XLP (consumer‑staples stocks) or VBF (an investment‑grade bond fund). Trades only when signals change.
RSI-driven rotation blends levered Nasdaq bets with defensives, delivering 18.44% out-of-sample annualized return, Calmar 1.21, and beta ~0.83. Lower market sensitivity and disciplined drawdowns offer compelling diversification vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.22 | 0.62 | 0.3 | 0.55 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 795% | 11.44% | -0.91% | 3.54% | 0.66 | |
| 26,167.23% | 31.7% | 4.54% | 7.3% | 1.38 |
Initial Investment
$10,000.00
Final Value
$2,626,722.61Regulatory Fees
$15,235.35
Total Slippage
$111,936.60
Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi, mean reversion, tactical rotation, leveraged etfs, nasdaq-100, defensive rotation, consumer staples, bonds