DeployQuantRSI(14) Mean Reversion vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| RSI mean reversion | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 3.0% | 6.6% |
| Median max drawdown | −24.6% | −26.3% |
| ETFs won (by CAGR) | 21 | 38 |
| Style | assets that trend up over time but overshoot on the way, such as broad index ETFs | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | RSI mean reversion | weekly 7% target | gap |
|---|---|---|---|
| REW | −18.5% | −39.1% | 20.7% |
| SPUU | 5.4% | 23.3% | 17.9% |
| CLSE | 3.8% | 21.7% | 17.9% |
| SOXX | 12.8% | 30.5% | 17.8% |
| ROM | 12.8% | 30.3% | 17.5% |
| TQQQ | 12.1% | 29.4% | 17.4% |
| QLD | 8.8% | 25.6% | 16.8% |
| SOXL | 14.4% | 29.5% | 15.0% |
| SSO | 7.4% | 21.3% | 13.9% |
| TMF | −25.0% | −11.8% | 13.2% |
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Frequently asked questions
Which is better: RSI mean reversion or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 38 of 59 ETFs. Median CAGR: RSI mean reversion 3.0% vs weekly 7% target 6.6%; median max drawdown: 24.6% vs 26.3%. Which is better depends on the asset and what you optimize for. 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 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.