BACKTEST · MEAN REVERSION
QQQ RSI 30/70 Mean Reversion
Buy QQQ when the 14 day RSI falls below 30 and sell when it rises above 70, tested over the last 10 years.
From 2016-11-07 to 2026-11-04, this rule made 8 trades and returned +83.3%. Buying and holding SPY returned +259.8% over the same dates. The largest drop from a past high was 29.9%.
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The rule
Buy QQQ when the 14 day RSI falls below 30. Sell when it rises above 70. Orders fill at the next close, with 5 bps fees and 5 bps slippage.
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Did it beat SPY?
How it did over time
Strategy in orange-red. SPY buy and hold in light.
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Every trade
8 trades and 16 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 5 bps fees and 5 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2018-10-10 | 2018-10-11 | QQQ | Buy | $169.68 | entry |
| 2019-03-15 | 2019-03-18 | QQQ | Sell | $178.36 | exit |
| 2019-06-03 | 2019-06-04 | QQQ | Buy | $175.00 | entry |
| 2019-11-15 | 2019-11-18 | QQQ | Sell | $202.97 | exit |
| 2020-02-27 | 2020-02-28 | QQQ | Buy | $205.90 | entry |
| 2020-06-05 | 2020-06-08 | QQQ | Sell | $241.43 | exit |
| 2021-10-04 | 2021-10-05 | QQQ | Buy | $357.56 | entry |
| 2021-11-01 | 2021-11-02 | QQQ | Sell | $388.86 | exit |
| 2022-01-21 | 2022-01-24 | QQQ | Buy | $353.48 | entry |
| 2023-02-02 | 2023-02-03 | QQQ | Sell | $306.03 | exit |
| 2024-04-19 | 2024-04-22 | QQQ | Buy | $419.03 | entry |
| 2024-05-28 | 2024-05-29 | QQQ | Sell | $456.21 | exit |
| 2025-03-10 | 2025-03-11 | QQQ | Buy | $471.84 | entry |
| 2025-05-14 | 2025-05-15 | QQQ | Sell | $518.99 | exit |
| 2026-03-27 | 2026-03-30 | QQQ | Buy | $558.56 | entry |
| 2026-04-15 | 2026-04-16 | QQQ | Sell | $640.15 | exit |
Want to change this rule?
Ask the chat to try another ticker, other dates, a stop, or different fees. It runs the same engine on real past prices.
Risk warning
Past results do not predict future returns. Not investment advice.