Alternative to 10d RSI < 31
Backtest results
Metrics
1Y · since Oct 2025Alternative to 10d RSI < 31 | |
|---|---|
| Total Return | +27.66% |
| CAGR | +27.91% |
| Sharpe | 1.75 |
| Calmar | 8.96 |
| Max DD | -3.12% |
| Volatility | 14.75% |
| Win Rate | 51.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A mean-reversion strategy that keeps leveraged tech funds (TECL, SOXL) when the Nasdaq is oversold, and shifts to a broad-market levered fund (UPRO) and short-term bonds (BSV) when the S&P 500 is oversold. It protects itself by moving into bonds whenever either index shows extreme oversold conditions.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Alternative to 10d RSI < 31?
A mean-reversion strategy that keeps leveraged tech funds (TECL, SOXL) when the Nasdaq is oversold, and shifts to a broad-market levered fund (UPRO) and short-term bonds (BSV) when the S&P 500 is oversold. It protects itself by moving into bonds whenever either index shows extreme oversold conditions.
What is Alternative to 10d RSI < 31 holding today?
As of Oct 30, 2026, Alternative to 10d RSI < 31 allocates to BSV 67%, SOXL 16.5%, TECL 16.5%.
How has Alternative to 10d RSI < 31 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Alternative to 10d RSI < 31 returned +27.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Alternative to 10d RSI < 31?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Alternative to 10d RSI < 31 in a hypothetical backtest was -3.1%.
How do I use Alternative to 10d RSI < 31?
Open Alternative to 10d RSI < 31 in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.