Subject: Re: Wild-and-crazy idea
UOPIX, which is 2x NASDAQ, can be backtested to 1999.

Go ahead, but it's not pretty.

I have looked at a trading strategy that is long a leveraged NASDAQ fund only when BCC=3!6!7. Difficult to backtest now that GTR1 is broken. But when it wasn't, UOPIX if BCC=3!6!7, else cash, could be backtested to the late 1997. It produced a CAGR of about 22, MDD -36, UI 8, Sharpe .8, and (surprisingly) an AT of 3.

Not an insane strategy for the strong of stomach. TQQQ would of course add to the excitement.

Baltassar