The same market-timing signal from my SPY and QQQ posts, now on a 3x fund: $10,000 became $1.5 billion in a backtest. Here's how one rule did it, and the serious caveats behind the number.
Super interesting article on the timing and etf vehicle. I’m curious ( after reading this article), how the 100% TQQQ compares to the Blended strategy with 50% in TQQQ. Thank you for allowing me to peek behind the curtain as a pledged subscriber.
Thanks Deepam. Appreciate the interest and question. Sharing the numbers I just ran in Portfolio Visualizer comparing the 100% TQQQ strategy with a blend of TQQQ 50% with SPY 50% and SHV 50% for cash. TQQQ is actually a little over 20% of my portfolio. Adding the disclaimer that this is educational, not advice.
Portfolio Visualizer: TQQQ Blended Strategy - Mar 2010 to Sept 2026
Hi .. could u kindly explain why your 10 SPY flips shown in article dated 9/19 is different from the one shown in the article dated August 1. The returns/some dates shown do not match. Creates the impression of the accuracy of the data to be trusted. Thank you again
Deepam, thanks again for this question. This is an excellent catch, and I completely missed the nuance until you pointed it out.
First, the last 10 flip dates are consistent in every single post; that's the most important part of the signal. From a practical execution point of view, the signals trigger after close, and I personally place trades at the next day's open, so there's always a one day execution lag between the signal and my real fills.
What caused the discrepancy was a data column mix up in my program: the 8/1 table was built from "Adjusted Close" (which restates history slightly every time a dividend is paid), while every issue since 8/8 has used the plain "Close," the actual traded price.
Since 8/8 and going forward, I'm standardizing on actual Close for all return calculations.
Thanks again for catching this. Appreciate the scrutiny.
Thank you for the explanation. Taking this one step further (if the blended strategy is 50% TQQQ and 50 % a 1X ETF), what would the hypothetical result look like on the Core Plus Strategy using TQQQ (50%) and Quant Selected Stocks (50%)
Super interesting article on the timing and etf vehicle. I’m curious ( after reading this article), how the 100% TQQQ compares to the Blended strategy with 50% in TQQQ. Thank you for allowing me to peek behind the curtain as a pledged subscriber.
Thanks Deepam. Appreciate the interest and question. Sharing the numbers I just ran in Portfolio Visualizer comparing the 100% TQQQ strategy with a blend of TQQQ 50% with SPY 50% and SHV 50% for cash. TQQQ is actually a little over 20% of my portfolio. Adding the disclaimer that this is educational, not advice.
Portfolio Visualizer: TQQQ Blended Strategy - Mar 2010 to Sept 2026
Metric 100% TQQQ 50% TQQQ, 50% SPY 50% TQQQ, 50% SHV
Start Balance $10,000 $10,000 $10,000
End Balance $1,583,725,033 $33,437,309 $7,842,835
Annualized Return (CAGR) 105.85% 63.12% 49.47%
Standard Deviation 41.79% 25.69% 21.14%
Best Year 443.52% 206.99% 158.31%
Worst Year 24.11% 16.52% 12.10%
Maximum Drawdown -26.03% -16.34% -13.19%
Sharpe Ratio 1.93 2 1.96
Sortino Ratio 6.66 7.38 6.64
Hi .. could u kindly explain why your 10 SPY flips shown in article dated 9/19 is different from the one shown in the article dated August 1. The returns/some dates shown do not match. Creates the impression of the accuracy of the data to be trusted. Thank you again
Deepam, thanks again for this question. This is an excellent catch, and I completely missed the nuance until you pointed it out.
First, the last 10 flip dates are consistent in every single post; that's the most important part of the signal. From a practical execution point of view, the signals trigger after close, and I personally place trades at the next day's open, so there's always a one day execution lag between the signal and my real fills.
What caused the discrepancy was a data column mix up in my program: the 8/1 table was built from "Adjusted Close" (which restates history slightly every time a dividend is paid), while every issue since 8/8 has used the plain "Close," the actual traded price.
Since 8/8 and going forward, I'm standardizing on actual Close for all return calculations.
Thanks again for catching this. Appreciate the scrutiny.
Thank you for the explanation. Taking this one step further (if the blended strategy is 50% TQQQ and 50 % a 1X ETF), what would the hypothetical result look like on the Core Plus Strategy using TQQQ (50%) and Quant Selected Stocks (50%)