RSI(14) Mean Reversion vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| RSI mean reversion | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.5% | 6.1% |
| Median max drawdown | −24.7% | −27.6% |
| ETFs won (by CAGR) | 24 | 35 |
| Style | assets that trend up over time but overshoot on the way — broad index ETFs are the classic home | volatile assets that regularly swing 7% within a week — leveraged ETFs are the natural habitat |
Where the gap was biggest
| ETF | RSI mean reversion | weekly 7% target | gap |
|---|---|---|---|
| SOXL | 4.0% | 32.9% | 28.9% |
| EEV | 11.2% | −14.8% | 26.1% |
| SOXX | 8.8% | 30.3% | 21.5% |
| REW | −17.6% | −37.8% | 20.2% |
| CLSE | 0.9% | 18.5% | 17.6% |
| QLD | 8.3% | 25.2% | 16.8% |
| SSO | 5.8% | 21.5% | 15.7% |
| TECL | 20.1% | 34.9% | 14.8% |
| SPUU | 5.6% | 19.6% | 14.0% |
| TQQQ | 7.9% | 21.3% | 13.4% |
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Frequently asked questions
Which is better: RSI mean reversion or weekly 7% target?
On this 2021-01-04–2026-07-17 window, weekly 7% target produced the higher CAGR on 35 of 59 ETFs. Median CAGR: RSI mean reversion 2.5% vs weekly 7% target 6.1%; median max drawdown: 24.7% vs 27.6%. "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.