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Mean reversion · QQQ · 1D

Does RSI(2) dip buy actually work on QQQ? We tested it

We ran RSI(2) dip buy on QQQ through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +74.0%
Win rate 77.0%
Max drawdown −11.0%
Trades 74
Sharpe 0.81
Equity curve

Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Aug 2018 to Jul 2020 −0.1% 0.05 12
2 Jul 2020 to Jul 2022 +11.5% 0.76 15
3 Jul 2022 to Jul 2024 +3.2% 0.33 13
4 Jul 2024 to Jul 2026 +28.8% 1.69 22
3 of 4 periods positive. Mean Sharpe 0.71. Worst period −0.1%.
Market matrix
Edge held on 7 of 28

The same rules, tested on 28 tickers. Edge held on 7. We ship it on those.

QQQ SHIPPED
79/100 EDGE
NVDA
97/100 EDGE
AVGO
97/100 EDGE
MSFT
91/100 EDGE
AMD
86/100 EDGE
XOM
86/100 EDGE
MU
84/100 EDGE
Show every ticker we tested
GLD
89/100 NONE
MSTR
83/100 NONE
MARA
72/100 NONE
SPY
71/100 NONE
GOOGL
64/100 NONE
META
60/100 NONE
SMCI
53/100 NONE
COIN
49/100 NONE
JPM
47/100 NONE
BA
46/100 NONE
NFLX
43/100 NONE
DIA
41/100 NONE
UBER
40/100 NONE
RIOT
36/100 NONE
TSLA
32/100 NONE
AAPL
27/100 NONE
IWM
19/100 NONE
SOFI
18/100 NONE
AMZN
13/100 NONE
PLTR
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen RSI of close over 2 bars is below 10 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (RSI of close over 2 bars is above 70)
Sizing**Position size:** no fixed stop distance to size against. This strategy exits on signal only. Size by conviction, or add a hard stop for a size-by-risk number.
Diagnosis

This strategy made money overall, turning a 74% gain on QQQ by buying only when the 2-day RSI dipped below 10 while the price was above its 200-day moving average. The ride was fairly steady, with a win rate of 77% and a modest average gain of 0.77% per trade, but the worst stretch hit a 10.98% loss from early February to mid-March 2025, which is where it hurt most. The result does not appear driven by just a few lucky trades, since 74 trades were taken and the consistency shows it was profitable in 3 out of 4 test periods. The entry timing itself has a real edge, beating 79% of random entry runs, meaning the entry signal is doing meaningful work rather than the exits carrying the load. Overall, this setup provided a reliable, repeatable edge with a manageable drawdown, though the worst period was a concentrated loss that lasted about five weeks.

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Backtested results, not live trading returns. Fees and slippage included. Not investment advice.