RINF trading strategies, backtested
ProShares Inflation Expectations ETF — tracks 30-year breakeven inflation expectations. Every DeployQuant template run on RINF over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 8.3% | −10.7% | 1.07 | 163 | 66% | $15,561 |
| RSI(14) Mean Reversion | 6.9% | −9.7% | 0.92 | 16 | 88% | $14,446 |
| Weekly Entry + 7% Target | 6.1% | −13.4% | 0.56 | 15 | 47% | $13,845 |
| First-to-Last Day of Month | 5.0% | −14.9% | 0.48 | 67 | 55% | $13,131 |
| SMA-200 Trend + 15% Trailing Stop | 3.8% | −13.3% | 0.39 | 0 | — | $12,304 |
| Golden Cross (SMA 50/200) | 2.1% | −13.3% | 0.25 | 4 | 50% | $11,245 |
| Drawdown Dip Buyer + 8% Target | 1.4% | −2.8% | 0.53 | 1 | 100% | $10,780 |
| 3-Month Momentum Switch | −0.1% | −12.8% | 0.03 | 10 | 60% | $9,916 |
| EMA 12/26 Trend | −0.3% | −16.0% | 0.01 | 30 | 37% | $9,810 |
| SMA 10/50 Trend | −2.3% | −24.0% | -0.21 | 24 | 38% | $8,791 |
| 20-Day Momentum + Trailing Stop | −2.4% | −17.1% | -0.32 | 2 | 0% | $8,764 |
| 200-Day SMA Regime Filter | −2.6% | −21.4% | -0.20 | 37 | 32% | $8,645 |
| Buy & hold RINF | 6.6% | −13.3% | 0.58 | — | — | $14,213 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for RINF?
Of the 12 templates tested on RINF over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 8.3% (max drawdown 10.7%), versus 6.6% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding RINF?
2 of 12 templates beat RINF buy-and-hold (6.6% CAGR) on this window; 6 of 12 had a shallower maximum drawdown than holding (13.3%).
Other alternative-strategy etfs
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.