DeployQuantRSI(2) Dip Snapback vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| RSI(2) snapback | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 4.7% | 6.6% |
| Median max drawdown | −17.5% | −26.3% |
| ETFs won (by CAGR) | 35 | 24 |
| Style | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | RSI(2) snapback | weekly 7% target | gap |
|---|---|---|---|
| REW | −10.9% | −39.1% | 28.2% |
| SOXS | −29.9% | −57.8% | 27.9% |
| QID | −1.9% | −26.2% | 24.4% |
| SQQQ | −9.7% | −29.3% | 19.6% |
| TECS | −26.6% | −41.6% | 15.0% |
| SOXX | 17.0% | 30.5% | 13.5% |
| SDS | −3.6% | −15.5% | 11.9% |
| ROM | 18.5% | 30.3% | 11.7% |
| IAU | 4.7% | 16.4% | 11.6% |
| VIXM | 0.1% | −10.9% | 11.1% |
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Frequently asked questions
Which is better: RSI(2) snapback or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, RSI(2) snapback produced the higher CAGR on 35 of 59 ETFs. Median CAGR: RSI(2) snapback 4.7% vs weekly 7% target 6.6%; median max drawdown: 17.5% 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.