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 5, 2026)
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About
Aggressive rules that mostly ride 2x Nasdaq (QLD), step aside to Treasuries when things are too hot or too cold, and sometimes go inverse (QID) in weak trends. Aims to catch rebounds while avoiding buying into extreme crashes.
How it worksTickers: QLD=2x Nasdaq‑100; QQQ=Nasdaq‑100; SPY=S&P 500; SSO=2x S&P 500; QID=2x inverse Nasdaq‑100; TLT=long Treasuries; SHY/BSV=short‑term Treasuries. RSI=0–100 gauge of how hot/cold recent moves are. Rules: 1) If SPY is in a long‑term uptrend, own QLD unless it’s unusually hot, then park in TLT. 2) If not, buy QLD/SSO only on mild selloffs; if too extreme, sit in SHY. 3) Otherwise, use QLD’s 20‑day trend to choose QLD, QID, or BSV. Usually one holding.
Value propOut-of-sample, this Nasdaq-leaning strategy targets ~38% annualized return vs SPY’s ~23%, with Calmar ~1.05 and Sharpe ~1.06. It shifts into Treasuries when markets heat up, offering higher growth potential with disciplined risk vs the S&P 500.
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 | |
|---|---|---|---|---|---|
| 555.31% | 10.5% | -0.15% | 0.4% | 0.6 | |
| 3,693,706.03% | 74.79% | 0.99% | -5.44% | 1.6 |
Initial Investment
$10,000.00
Final Value
$369,380,602.85Regulatory 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
Tactical allocation, market timing, leveraged etfs, rsi/momentum, trend following, nasdaq-100, s&p 500, treasuries, inverse etfs
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type