Public
Index dip buy
Fragile
“If QQQ drops 3%+ in a single week, buy $5,000 at Monday open. Set 5% stop-loss.”
From Public
As tested: QQQ's week (Friday close to Friday close) is down 3%+ → buy QQQ at Monday's open with a 5% stop. The prompt has no profit exit, so it's out after 20 sessions. Compared with buying QQQ on any day.
Edge per trade+0.27%% vs buying QQQ on any day, per trade
t-stat0.2595% range -1.78 to +2.32
Trades41Sep 1, 2016 – Oct 12, 2026
Win rate44%beat the comparison
Last 12 months+0.69%5 signals
Why fragile
- t-stat 0.25 is inside the noise
- 41% of resamples have no edge
- 50% of nudged versions keep the edge
- one half carries it (-1.11 before 2022, +1.58 after)
Year by year
2018
-0.97%7
2019
-2.94%2
2020
-0.90%4
2021
+0.62%3
2022
-2.10%10
2023
+0.71%2
2024
+4.96%6
2025
+2.08%4
2026
+2.28%3
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Jul 17, 2026 | -5.10% | +0.62% | -5.72% |
| Jun 5, 2026 | -1.16% | +1.63% | -2.78% |
| Mar 27, 2026 | +16.97% | +1.63% | +15.34% |
| Nov 21, 2025 | +4.05% | +1.63% | +2.43% |
| Nov 7, 2025 | -5.10% | +0.70% | -5.80% |
| Apr 4, 2025 | +18.81% | +1.63% | +17.18% |
| Feb 28, 2025 | -5.10% | +0.37% | -5.47% |
| Nov 15, 2024 | +7.94% | +1.63% | +6.31% |
| Sep 6, 2024 | +7.61% | +1.63% | +5.99% |
| Aug 2, 2024 | +12.04% | +1.63% | +10.41% |
| Jul 19, 2024 | -5.10% | +0.28% | -5.38% |
| Apr 19, 2024 | +8.16% | +1.63% | +6.53% |
| Jan 5, 2024 | +7.55% | +1.63% | +5.93% |
| Sep 22, 2023 | -0.75% | +1.63% | -2.38% |
| Feb 24, 2023 | +5.42% | +1.63% | +3.80% |
| Dec 9, 2022 | -5.10% | +0.54% | -5.64% |
| Oct 14, 2022 | +7.81% | +1.63% | +6.19% |
| Sep 23, 2022 | -5.10% | +0.96% | -6.06% |
| Aug 26, 2022 | -5.65% | +1.13% | -6.77% |
| Jun 17, 2022 | +6.91% | +1.63% | +5.29% |
| May 20, 2022 | -5.10% | +1.21% | -6.31% |
| Apr 29, 2022 | -5.10% | +0.45% | -5.55% |
| Apr 14, 2022 | -5.10% | +0.54% | -5.64% |
| Mar 11, 2022 | +8.09% | +1.63% | +6.46% |
| Jan 21, 2022 | -1.37% | +1.63% | -3.00% |
| Dec 17, 2021 | -2.48% | +1.63% | -4.10% |
| Oct 1, 2021 | +7.60% | +1.63% | +5.97% |
| Jan 29, 2021 | +1.62% | +1.63% | -0.00% |
| Oct 30, 2020 | +10.16% | +1.63% | +8.54% |
| Sep 4, 2020 | +2.96% | +1.63% | +1.33% |
| Mar 13, 2020 | -5.10% | +0.45% | -5.55% |
| Feb 28, 2020 | -7.47% | +0.45% | -7.92% |
| Aug 2, 2019 | +2.06% | +1.63% | +0.43% |
| May 10, 2019 | -5.10% | +1.21% | -6.31% |
| Dec 21, 2018 | +10.86% | +1.63% | +9.23% |
| Nov 23, 2018 | -5.10% | +1.38% | -6.48% |
| Oct 12, 2018 | -5.10% | +0.79% | -5.89% |
| Oct 5, 2018 | -5.10% | +0.28% | -5.38% |
| Mar 23, 2018 | +0.03% | +1.63% | -1.60% |
| Feb 9, 2018 | +10.31% | +1.63% | +8.68% |
| Feb 2, 2018 | -5.10% | +0.28% | -5.38% |