RSI TQQQ < AGG
Today’s Change (Oct 22, 2026)
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About
If big Nasdaq stocks have looked weaker than bonds over the past month, this strategy makes a high-risk 3x bet on a Nasdaq rebound; otherwise it stays in short-term Treasury bills.
This strategy watches the last 21 trading days (about 1 month) of two market gauges: QQQ, which represents big Nasdaq growth stocks, and AGG, which represents the broad U.S. bond market.
It compares their RSI, a simple measure of which one has had stronger recent price moves. If QQQ has been weaker than AGG, it buys TQQQ, an aggressive fund that aims to move about 3x the Nasdaq-100 each day. Otherwise, it moves to BIL, a very short-term Treasury bill fund that behaves like a cash parking spot.
Signal-driven tactic: when Nasdaq looks weaker than bonds, lever into 3x Nasdaq (TQQQ); otherwise stay in cash (BIL). Out-of-sample: about 37% annualized return vs S&P ~24%, with higher upside but also higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.18 | 1.89 | 0.52 | 0.72 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 860.48% | 14.54% | -0.05% | 3.57% | 0.88 | |
| 44,701.22% | 44.25% | -1.41% | 2.7% | 1.05 |
Initial Investment
$10,000.00
Final Value
$4,480,121.62Regulatory Fees
$8,875.00
Total Slippage
$71,205.92
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, leveraged equity, tech, momentum, rsi, risk-on/risk-off, cash alternative