YYPT | 1999 FTLT (Reddit Post Link) Simplified
Today’s Change (Sep 21, 2026)
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About
Daily QQQ strategy that buys dips when QQQ/SPY are oversold, steps to cash when markets are overheated or very weak, and otherwise rides the uptrend using 200/20‑day averages. BRK.A is just a stand‑in for cash to enable long backtests.
QQQ is a fund of big Nasdaq tech stocks; SPY tracks the S&P 500; BRK.A is Berkshire Hathaway (used here as “cash”). Each day it checks a momentum gauge (RSI‑10: a score of recent up vs down days). If QQQ or SPY are oversold (<30), buy QQQ. If either is overheated (>79), move to cash. Otherwise use trend: above the 200‑day average (200‑day = average price over ~10 months) stay in QQQ; if also below the 20‑day average go to cash; else QQQ.
Out-of-sample, this strategy shows higher risk-adjusted returns (Sharpe 1.47 vs 1.08), 31.6% annualized vs 17.9%, and lower drawdowns (15.8% vs 18.8%), using dip-buying plus trend-following to beat the S&P with less risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.13 | 0.84 | 0.52 | 0.72 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 760.59% | 8.4% | 1.27% | 4.17% | 0.52 | |
| 16,657.51% | 21.15% | 4.04% | 0.58% | 0.97 |
Initial Investment
$10,000.00
Final Value
$1,675,751.21Regulatory Fees
$1,809.00
Total Slippage
$16,719.58
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, qqq-focused, rsi mean reversion, trend-following, risk-on/risk-off, daily rebalanced