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- Manlobbi
Halls of Shrewd'm / Atheist Shrewds
No. of Recommendations: 0
Just buy and hold TQQQ.
Trailing Returns
Trailing Returns
Day End
as of 05/23/2025
1-Day 1-Week 1-Month 3-Month YTD 1-Year 3-Year 5-Year 10-Year 15-Year Earliest Available
Total Return % (Price) 0 -7.43 23.13 -14.84 -15.93 2.85 31.55 28.47 30.87 40.23 39.36
Total Return % (NAV) -2.91 -7.3 37.48 -20.52 -15.91 5.72 33.93 28.33 30.4 39.83 39.72
Category (NAV) — — — — — — — — — — —
Index -0.65 -2.66 8.2 -3.22 -0.99 11.35 14.83 15.68 12.05 13.67 —
Quartile Rank — — — — — — — — — — —
Percentile Rank — — — — — — — — — — —
# of Invest. in Cat. — — — — — — — — — — —
No. of Recommendations: 1
No. of Recommendations: 1
FC, upon more thought, I agree 100%.
No. of Recommendations: 1
if you can ride out an 89% DD, go for it.
No. of Recommendations: 0
It's a strange thing. The numbers do show incredible performance with buy and hold, but everyone I speak to, including professionals say it is a trading vehicle only. I will pass on the strategy. Also, those numbers are for this market cycle only.
No. of Recommendations: 0
If you accept the GTR1 implementation of the Nasdaq 100 (!N1T), then TQQQ = (!N1TL3). You can backtest it to 1972, though somewhere in the 1990s is more realitstic.
Here it is form around the time I started investing:
https://gtr1.net/2013/?~Nasdaq%20x%203:s19940930lf...Using BCC will get you a decent return, but the MDD is still -99.6, UI 74.
Without BCC, the CAGR is 11, and the UI is 87. Good times!
Baltassar
No. of Recommendations: 3
It's a strange thing. The numbers do show incredible performance with buy and hold, but everyone I speak to, including professionals say it is a trading vehicle only. I will pass on the strategy. Also, those numbers are for this market cycle only.
These 2X & 3X leveraged ETFs have huge volatility and huge drawdowns.
Professionals that run funds who have customers can't have these because the customers would not be okay with that volatility and losses.
In fact, MOST people would not be okay with that high volatility and losses. Probably depends on the start date, too. A start on the peaks at 9/1/18 or 2/1/20 or 12/1/22 would have given a quick -50% loss. Pretty had to explain to the wife that you just lost half the money in 3 months.
In a way, these return statistics are reminiscent to the "6/3 options" strategy. AFAIK, Elan is the only one you has been using that for the last 20-30 years. He said that the overall return has been great but knowing when to hold them and when to fold them is critical.
You could only do this with a small portion of your total portfolio. And if it's just a small portion, even eyepoping returns won't make much difference in the overall portfolio.
Also, those numbers are for this market cycle only.
All too true. I don't think any of them were around for the 2008/2009 bear market. I guess you could perhaps simulate it if you had the daily returns of QQQ & SPY. Then you could go back to 2000.
No. of Recommendations: 4
GTR1 can simulate the following back to 1972:
^N1T = approximately QQQ
^N1TL2 double QQQ
^N1TL3 triple QQQ
^N1TS negative QQQ
^N1TS2 double negative QQQ
^N1TS3 triple negative QQQ
Aussi
No. of Recommendations: 3
Thanks, Aussi.
Somewhere back in the days I remember seeing a strategy that said if you could short the combination of leveraged ETFs (eg, short both TQQQ and SQQQ), taht you would be market neutral but the percentage ratchet of each day would grind money out each year. I want to test this out on GTR1, but alas my skills are not that great (though it should be a relatively easy one to do).
As I seem to recall, the idea is to short equivalent dollar amounts of TQQQ and SQQQ and hold for a year (the best I can do on stock charts is the ratio of them).
--G
