RSI Bug ?
Backtest results
Metrics
1Y · since Oct 2025RSI Bug ? | |
|---|---|
| Total Return | +3.65% |
| CAGR | +3.68% |
| Sharpe | 18.16 |
| Calmar | 336.15 |
| Max DD | -0.01% |
| Volatility | 0.20% |
| Win Rate | 75.9% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic risk-on strategy that holds leveraged S&P 500 (SPY) when the 42-day RSI of short-term Treasury (BIL) falls below the 69-day RSI of 7-10 year Treasury (IEF), otherwise it shifts to cash-like BIL. It switches to the safer bond when the relative strength of short-term Treasuries weakens, protecting against market downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is RSI Bug ??
Dynamic risk-on strategy that holds leveraged S&P 500 (SPY) when the 42-day RSI of short-term Treasury (BIL) falls below the 69-day RSI of 7-10 year Treasury (IEF), otherwise it shifts to cash-like BIL. It switches to the safer bond when the relative strength of short-term Treasuries weakens, protecting against market downturns.
What is RSI Bug ? holding today?
As of Oct 30, 2026, RSI Bug ? allocates to BIL 100%.
How has RSI Bug ? performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, RSI Bug ? returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of RSI Bug ??
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of RSI Bug ? in a hypothetical backtest was -0%.
How do I use RSI Bug ??
Open RSI Bug ? 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.