Subject: Re: leveraged ETFs rotation strategy
TQQQ B&H and with timing.
Weekly 2/8/2010 to 11/3/2025

Timing rule:
For each week, see if QQQ hit a new high in the last 13 weeks.
For each week, see if any of the last 13 weeks itself had a new 13 week QQQ high.
If yes, buy/hold.
If no, sell at the Monday open.

TQQQ      B&H       Timed
CAGR      43.0%     49.2%
stdev     57.6%     55.5%
MaxDD     -80%      -69%
# weeks   820       820
# DD >50%  89        56
# DD >25% 232       185
       $281,164  $551,159 Growth of $1,000


Date      Action
2/15/10   Buy
 4/8/13   Sell
 6/6/16   Buy
 7/4/16   Sell
 5/30/22  Buy
10/24/22  Sell
 2/20/23  Buy
 2/27/23  Sell

Yeah, so I went back and re-read my code and couldn't make heads or tails of it. The perils of not documenting your code properly.

I don't remember why I figured the timing monthly instead of weekly or daily. Probably because all the other screens I use are run monthly. Also probably because not wanting to get frequent whipsaws if run daily.

So I went back and redid the calculations for weekly, using the data from Yahoo.
Only 4 out periods. Still many nosebleed periods.

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For comparison:

QLD       B&H       Timed
CAGR      33.1%     36.5%

QQQ       B&H       Timed
CAGR      19.5%     20.8%