Drawdown Dip Buyer + 8% Target vs RSI(14) Mean Reversion
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| dip buyer | RSI mean reversion | |
|---|---|---|
| Median CAGR (59 ETFs) | 1.4% | 2.5% |
| Median max drawdown | −26.2% | −24.7% |
| ETFs won (by CAGR) | 22 | 37 |
| Style | assets that sell off hard and recover — it monetizes volatility without chasing strength | assets that trend up over time but overshoot on the way — broad index ETFs are the classic home |
Where the gap was biggest
| ETF | dip buyer | RSI mean reversion | gap |
|---|---|---|---|
| EEV | −8.0% | 11.2% | 19.3% |
| SOXX | 25.9% | 8.8% | 17.1% |
| REW | −33.1% | −17.6% | 15.5% |
| QID | −26.6% | −14.5% | 12.1% |
| VIXM | −15.5% | −5.7% | 9.9% |
| SOXL | 13.3% | 4.0% | 9.3% |
| SPUU | 14.8% | 5.6% | 9.2% |
| QLD | 16.5% | 8.3% | 8.2% |
| VXZ | −14.6% | −6.5% | 8.1% |
| SSO | 13.5% | 5.8% | 7.7% |
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Frequently asked questions
Which is better: dip buyer or RSI mean reversion?
On this 2021-01-04–2026-07-17 window, RSI mean reversion produced the higher CAGR on 37 of 59 ETFs. Median CAGR: dip buyer 1.4% vs RSI mean reversion 2.5%; median max drawdown: 26.2% vs 24.7%. "Better" depends on the asset and what you optimize — the per-ETF table shows where each wins.
Dig deeper
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.