RSI Divergence (QQQ) (#57)

This RSI divergence strategy complements other mean-reversion RSI strategies (because its logic is slightly different).

This strategy complements other mean reversion strategies because the logic is slightly different.

Published early 2022, and again as the trading edge for June 2026.

Performance metrics (QQQ), including slippage and commissions of 0.03% per trade:

• No. of trades: 135
• Average unleveraged gain per trade: 1.15%
• Win ratio: 74%
• Profit factor: 2.8
• CAGR: 5.6% (assuming no leverage and no dividends - slightly below Buy & Hold)
• Exposure/time in the market: 7%
• Risk-adjusted return: 75% (CAGR divided by time spent in the market (0.07))
• Max. drawdown: -20% (Buy & Hold 82%)

You’ll get the full trading rules – ready to test and validate.
Some example code for popular platforms is included. Want it? Just ask.