Ob Os Staple my Bonds V0.2 (38,30,2010)
Today’s Change (Oct 11, 2026)
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About
Contrarian, daily strategy: uses a 10-day 'heat' score on QQQ. Oversold -> buys TQQQ (3x long). Overbought -> buys SQQQ (3x short). Otherwise holds XLP (consumer staples) or VBF (bonds), whichever looks more oversold.
It watches QQQ's 10-day RSI (a 0-100 gauge of how 'hot' or 'cold' recent price moves are; low=oversold, high=overbought).
- If RSI <= 30: buy TQQQ (triple-long Nasdaq-100).
- If RSI >= 80: buy SQQQ (triple-short Nasdaq-100).
- Otherwise: hold whichever is more 'oversold' between XLP (consumer-staples stocks) and VBF (a bond fund).
Rebalances daily; very aggressive in TQQQ/SQQQ.
Out-of-sample, this contrarian RSI strategy delivers ~20.3% annualized return with Calmar ~0.90, offering stronger risk-adjusted upside than the S&P. Daily rotations into defensives and Nasdaq-leverage bets seek resilience, though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.7 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 867.29% | 14.62% | 2.37% | 3.83% | 0.89 | |
| 16,417.95% | 35.94% | 0.92% | 8.02% | 1.31 |
Initial Investment
$10,000.00
Final Value
$1,651,795.03Regulatory Fees
$8,381.78
Total Slippage
$59,115.84
Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi-based, leveraged etfs, tactical rotation, nasdaq-100, defensive stocks, bonds, daily rebalance