TL;DR
The QQQ trend signal reduced TQQQ's historical losses but surrendered most of its growth. Across October 2011 through September 2026, the strategy returned 3,182.36% versus holding TQQQ's 27,375.08%, with maximum drawdown of 51.68% versus 81.97%. Its reserved July through September 2026 test lost 10.81% while TQQQ gained 3.50%. The frozen strategy uses a 50 calendar day mean, cash between positions and modeled trading costs.
- 15-year strategy
- 3,182.36%
- TQQQ 15-year hold
- 27,375.08%
- Strategy max drawdown
- 51.68%
- TQQQ max drawdown
- 81.97%
Fifteen years, one $10,000 account
- Strategy, costs included 2026-09-30, 20:00:00 UTC
- 328,235.66
- TQQQ buy and hold 2026-09-30, 20:00:00 UTC
- 2,747,507.83
- QQQ buy and hold 2026-09-30, 20:00:00 UTC
- 161,341.65
The full-window account starts in October 2011; its pre-selection row is a portion of that same account. The development, follow-up and reserved comparisons each restart from $10,000. Teal shows the frozen strategy; purple shows TQQQ holding.
Show the table · 5 rows, 4 columns
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| October 2011–September 2026 (full window, continuous) | +3,182.36% | +27,375.08% | 51.68% |
| October 2011–December 2021 (pre-selection portion) | +1,392.80% | +13,811.92% | 43.28% |
| 2022–2024 development (independent start) | +62.91% | -2.18% | 45.68% |
| 2025–June 2026 follow-up (independent start) | +64.89% | +103.66% | 33.79% |
| July–September 2026 reserved test (independent start) | -10.81% | +3.50% | 18.64% |
No matching rows. Clear the filter to see all records.
The 2022–2024, follow-up and reserved rows are independent $10,000 starts, so their returns must not be chained or averaged. The two 15-year rows are one continuous account started in October 2011; its sub-period results differ from the standalone windows.
The frozen rules
Use QQQ as the signal asset and TQQQ as the traded asset. When QQQ is above its 50-calendar-day native rolling mean and no TQQQ is held, buy TQQQ with 95% of available buying power. When QQQ is at or below that mean and a position exists, sell the entire held TQQQ quantity. The portfolio holds cash between positions. It never buys an inverse fund or shorts QQQ.
Show the table · 6 rows, 2 columns
| Setting | Recorded choice |
|---|---|
| Signal / traded asset | QQQ / TQQQ |
| Regime | QQQ above its 50-calendar-day mean: TQQQ; otherwise cash |
| Position size | 95% of buying power; fractional shares |
| Trading fee | 5 basis points (0.05%) of submitted notional per fill |
| Distributions | Strategy receives dividends as cash |
| Comparisons | Actual TQQQ and QQQ holding paths, on matched timestamps |
No matching rows. Clear the filter to see all records.
Variant selection — 2022–2024
2022–2024 development results. Returns include declared costs. The native closed-trade count measures asset trades or option legs: a two-leg spread contributes two closed legs. Selection used net return, with drawdown reported separately.
Show the table · 9 rows, 4 columns
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| Original 50-day / reinvest | 68.51% | 52.92% | 63 |
| Original 100-day / reinvest | -31.52% | 59.88% | 42 |
| Original 200-day / reinvest | 62.93% | 50.53% | 28 |
| Full-exit 50-day / reinvest | 63.09% | 45.68% | 40 |
| Full-exit 100-day / reinvest | 1.79% | 60.53% | 27 |
| Full-exit 200-day / reinvest | 45.31% | 55.88% | 17 |
| Full-exit 50-day / cash dividends | 62.91% | 45.68% | 40 |
| Full-exit 100-day / cash dividends | 1.71% | 60.53% | 27 |
| Full-exit 200-day / cash dividends | 45.27% | 55.88% | 17 |
No matching rows. Clear the filter to see all records.
2022–2024 development results. Returns include declared costs. The native closed-trade count measures asset trades or option legs: a two-leg spread contributes two closed legs. Selection used net return, with drawdown reported separately.
Same variants, fifteen years
Show the table · 4 rows, 3 columns
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| 50-day / cash dividends (frozen selection) | +3,182.36% | 51.68% |
| 100-day / cash dividends | +766.61% | 63.42% |
| 200-day / cash dividends | +3,227.10% | 57.88% |
| TQQQ buy and hold | +27,375.08% | 81.97% |
No matching rows. Clear the filter to see all records.
October 2011 through September 2026. One continuous $10,000 account per row, declared costs included, cash dividends, fractional shares, 0.05% fee per strategy fill.
The 200-day filter finishes ahead of the selected 50-day across the full window. The rules stay frozen anyway.
Repairs
Show the table · 3 rows, 3 columns
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| Original 50-day / reinvest | 68.51% | Nominal 100% sells left residual shares after fee sizing |
| Full-exit 50-day / reinvest | 63.09% | Complete exits; a Dec 31, 2024 dividend still reinvested 1.366604 shares (54.07) |
| Full-exit 50-day / cash dividends | 62.91% | Published version: distributions to cash, zero final shares |
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Each stage reran all three window settings; the selection order never changed.
Audit of the fifteen-year run
Show the table · 7 rows, 2 columns
| Measure | Value |
|---|---|
| Filled orders | 443 |
| Round trips | 221 (55 winners / 166 losers) |
| Engine fees | $20,235.48 |
| Dividend cash | $7,676.28 (18 payments) |
| Worst round trip | 2026-08-04 → 2026-08-24: $-26,289.56 |
| Best round trip | 2025-04-24 → 2025-08-21: +$128,020.59 |
| Open at window end | 4008.061485 shares @ $71.125 (2026-09-17) |
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What a leveraged ETF promises
ProShares UltraPro QQQ, ticker TQQQ, seeks three times the Nasdaq-100's daily performance before fees and expenses. Its objective resets daily. It does not promise three times the index's cumulative return across an arbitrary holding period.ProShares' TQQQ fund page
Where it breaks
Independent $10,000 starts for this reserved window. The strategy lost 10.81% while holding TQQQ gained 3.50%; six strategy round trips lost.
Show the table · 2 rows, 2 columns
| Break | Evidence |
|---|---|
| Selection didn't persist | Reserved Jul–Sep 2026: strategy −10.81% vs TQQQ +3.50%; six losing round trips |
| Buy-and-hold compounder | Full window: +3,182.36% vs TQQQ's +27,375.08% — the case for the rule is drawdown (51.68% vs 81.97%), not return |
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Create this leveraged ETF trading bot in NexusTrade
Paper-test, then deploy
The next question
A declared modification — slower gate, volatility gate, or GLD (trading since Nov 2004) in the cash regime — earns consideration only across the full window after its rules are frozen.
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