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Investment Strategies / Mechanical Investing
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Author: rayvt 🐝  😊 😞
Number: of 5503 
Subject: Re: leveraged ETFs rotation strategy
Date: 11/06/25 4:10 PM
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No. of Recommendations: 6
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.

---------------------------------
For comparison:
QLD       B&H       Timed
CAGR 33.1% 36.5%

QQQ B&H Timed
CAGR 19.5% 20.8%
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