Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash
Backtest results
Metrics
1Y · since Oct 2025Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash | |
|---|---|
| Total Return | +11.98% |
| CAGR | +12.08% |
| Sharpe | 0.94 |
| Calmar | 1.68 |
| Max DD | -7.20% |
| Volatility | 13.08% |
| Win Rate | 51.4% |
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 cautious strategy keeps the broad market (SPY) when it is above its 200-day moving average, but switches to technology (XLK) when the market is below trend and the 10-day RSI of QQQ falls below 30, indicating a dip in tech. If the market is still below trend and the RSI is not oversold, it moves into consumer staples (XLP) as a defensive cash proxy, protecting the portfolio from further downside.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash?
A cautious strategy keeps the broad market (SPY) when it is above its 200-day moving average, but switches to technology (XLK) when the market is below trend and the 10-day RSI of QQQ falls below 30, indicating a dip in tech. If the market is still below trend and the RSI is not oversold, it moves into consumer staples (XLP) as a defensive cash proxy, protecting the portfolio from further downside.
What is Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash holding today?
As of Oct 30, 2026, Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash allocates to SPY 100%.
How has Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash returned +12.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash in a hypothetical backtest was -7.2%.
How do I use Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash?
Open Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash 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.