I'm just using the 43 week SMA of QQQ. Buy at > SMA, sell at 1% below SMA.

Since 2/2010 inception, B&H of QQQ or QLD or TQQQ had lower CAGR than the timed version, and lower stdev.

However, a rough synthetic backtest of 2000-2010, B&H TQQQ had -43% CAGR (near total loss) and timed had 0.5% CAGR vs timed QQQ of 3.6%

Untimed QQQ had -6.9% CAGR.

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In good times a longish hold of the leveraged QQQ gives great returns although with gut wrenching volatility and drawdowns. Possibly doing a hold of 3 weeks or 15% gain, and then taking the gains off the table would work out ok. But you still need some method to keep you out in times like 1999-2010. That' a loooong time to stick to a strategy that says to keep out. Most people would abandon this long before the 10 years had passed.
Who knows, it could be that 2010-2024 was just a once in a lifetime occurance.

Mechanical Investing FAQ

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