QLD For The Long Term V1.11 (82.0%/41.5% DD) - bail on too low RSI edition - May, 4, 2007
Today’s Change (Mar 18, 2026)
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About
Rules-driven strategy that mainly holds leveraged tech (QLD) in uptrends, moves to bonds when overheated or during extremes, buys dips only if “cold but not freezing,” and may briefly hedge with the inverse QID. Uses RSI and trend filters to decide.
How it worksCore idea: ride big‑tech upswings with QLD (+2x Nasdaq‑100), hide in short‑term Treasuries (SHY/BSV) during stress, and sometimes hedge with QID (−2x). It checks trend (is SPY above its 200‑day average?) and a 0–100 “hot/cold” gauge (RSI). In uptrends: hold QLD unless it’s overheated, then TLT. In weak markets: buy dips only if RSI is low but not extreme; if too low, go to SHY. If no dip, use short‑term trend to choose QLD, QID, or bonds.
Value propTech‑driven, levered strategy aiming ~38% annualized return vs S&P ~23%, with hedges/bonds to curb risk. Expect larger drawdowns (~36% vs ~19%), but solid risk-adjusted edge (Calmar ≈1.05) and strong upside in tech rallies.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.54 | 0.84 | 0.18 | 0.42 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 541.6% | 10.35% | -1.77% | 0.2% | 0.6 | |
| 3,596,854.6% | 74.36% | 0.12% | -0.61% | 1.6 |
Initial Investment
$10,000.00
Final Value
$359,695,459.68Regulatory Fees
$387,950.01
Total Slippage
$2,774,194.45
Invest in this strategy
OOS Start Date
Oct 19, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, tactical allocation, rsi/mean reversion, trend following, regime filter, inverse hedging, bonds, nasdaq-100 focus
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type