Trend following

A daily rules-based allocation strategy by @olakjnr using SPY, QQQ, GLD, and IEF.

Trend Following - Drawdown Optimized A systematic trend-following investment strategy designed to capture long-term market growth using moving-average signals and volatility-based allocation. Built with disciplined rebalancing and risk management.

Version 1, published November 7, 2026. 0 stars, 1 copy.

Rules

Weight: Equal
- If: current price of QQQ is above 200d moving average of QQQ
  - Then:
    - Weight: Inverse vol 63d
      - SPY
      - QQQ
  - Otherwise:
    - Weight: Equal
      - If: 10d RSI of QQQ is below 30
        Then:
        Weight: Equal
        QQQ
        Otherwise:
        Weight: Inverse vol 63d
        GLD
        IEF

Backtest results are hypothetical and not investment advice.