INDEX / ETF · STRATEGY TEST

Does buying the dip work on TLT?

Buy when RSI drops below 30 — the textbook “oversold” signal — and hold for 20 trading days.

The rule came out ahead

0.21%

buying the dip per year

-1.82%

Buy & hold per year

+2.03%

Difference

rule vs held, over 9.2 years

21%

Worst drawdown

holding fell 48%

Buying the dip came out ahead of holding TLT over 9.2 years. Across the last 9.2 years of real prices, buying the dip made 2.03 percentage points a year more than simply buying and holding long-term Treasuries (0.21% versus -1.82%).

Every rule on TLT, ranked

Golden cross (50/200)0.64%

6% total · worst drawdown 24.3% · in market 52%

Sell in May (hold Nov–Apr)0.61%

6% total · worst drawdown 31.8% · in market 48%

Buy the dip (RSI < 30, hold 20d)0.21%

2% total · worst drawdown 21.0% · in market 38%

Buy and hold · benchmark-1.82%

-16% total · worst drawdown 48.4% · in market 100%

200-day moving average timing-3.14%

-25% total · worst drawdown 47.9% · in market 50%

the last 9.2 years · 2,312 trading days · $95.592 → $80.71

How to read this

One asset over one window is a single data point, not a law. A rule that comes out ahead on TLT may trail holding on the next ticker you try — which is exactly why the free tester exists: change the asset and see whether the edge survives. When it evaporates on a different market, it was fitted to this one.

Note the drawdown column as much as the return. Most timing rules earn less than holding but fall less in a crash, and whether that trade is worth it depends entirely on whether you would actually have held through the worst of it.

Method

All strategies are measured from the same starting bar so the comparison is like-for-like. Signals are read from the previous close and the next day's return is applied — no lookahead. Prices are dividend-adjusted so buy-and-hold is not handicapped. 0.05% cost per switch. No leverage, no shorting.

Test the same rule on something else

SPY QQQ DIA IWM AAPL MSFT NVDA TSLA AMZN GOOGL META NFLX

the 200-day moving average on TLT the golden cross on TLT “sell in May and go away” on TLT

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Vorrik Research publishes tests of publicly discussed trading strategies using public market data. Where a test was also run with our own money, the article says so. It is factual reporting of what happened in historical and past live tests — not investment advice, and not a recommendation to buy or sell anything. Past results never predict future results.