RSI(2) Dip Snapback vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| RSI(2) snapback | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 4.4% | 6.1% |
| Median max drawdown | −19.5% | −27.6% |
| ETFs won (by CAGR) | 33 | 26 |
| 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 — leveraged ETFs are the natural habitat |
Where the gap was biggest
| ETF | RSI(2) snapback | weekly 7% target | gap |
|---|---|---|---|
| CLSE | 6.3793117942596455e+31% | 18.5% | 6.3793117942596455e+31% |
| KMLM | −100.0% | −6.3% | 93.7% |
| EEV | −100.0% | −14.8% | 85.2% |
| REW | −8.9% | −37.8% | 28.9% |
| QID | −1.4% | −26.6% | 25.2% |
| SQQQ | −8.4% | −28.9% | 20.5% |
| TQQQ | 39.2% | 21.3% | 17.9% |
| SDS | −3.8% | −17.3% | 13.5% |
| SOXX | 17.3% | 30.3% | 13.0% |
| TECS | −23.0% | −34.9% | 11.9% |
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Frequently asked questions
Which is better: RSI(2) snapback or weekly 7% target?
On this 2021-01-04–2026-07-17 window, RSI(2) snapback produced the higher CAGR on 33 of 59 ETFs. Median CAGR: RSI(2) snapback 4.4% vs weekly 7% target 6.1%; median max drawdown: 19.5% 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.