The Plain Jane (Daily or Weekly) RSI(20)
Backtest results
Metrics
1Y · since Oct 2025The Plain Jane (Daily or Weekly) RSI(20) | |
|---|---|
| Total Return | +16.40% |
| CAGR | +16.54% |
| Sharpe | 1.07 |
| Calmar | 1.52 |
| Max DD | -10.86% |
| Volatility | 15.47% |
| Win Rate | 53.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Cautious and adaptive, the strategy mainly holds the leveraged equity funds (TQQQ, UPRO, TNA, UDOW) but switches to the cash-like BIL when the VIX rises above 65. It de-risks by selecting the lowest-volatility or lowest-drawdown asset among the risk-on group, protecting the portfolio when market stress appears.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is The Plain Jane (Daily or Weekly) RSI(20)?
Cautious and adaptive, the strategy mainly holds the leveraged equity funds (TQQQ, UPRO, TNA, UDOW) but switches to the cash-like BIL when the VIX rises above 65. It de-risks by selecting the lowest-volatility or lowest-drawdown asset among the risk-on group, protecting the portfolio when market stress appears.
What is The Plain Jane (Daily or Weekly) RSI(20) holding today?
As of Oct 30, 2026, The Plain Jane (Daily or Weekly) RSI(20) allocates to DIA 60%, UDOW 40%.
How has The Plain Jane (Daily or Weekly) RSI(20) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Plain Jane (Daily or Weekly) RSI(20) returned +16% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Plain Jane (Daily or Weekly) RSI(20)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Plain Jane (Daily or Weekly) RSI(20) in a hypothetical backtest was -10.9%.
How do I use The Plain Jane (Daily or Weekly) RSI(20)?
Open The Plain Jane (Daily or Weekly) RSI(20) 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.