Anti-chop QLD For The Long Term
Today’s Change (Oct 9, 2026)
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About
Rules-based switching among QLD (2x Nasdaq‑100), QQQ, PSQ (inverse QQQ), and SHY using a market trend filter plus short-term “heat” (RSI) and moving averages. Aim: ride uptrends, buy deep dips, and get defensive to avoid chop in declines.
1) Big trend check: Is SPY above its 200‑day average (price vs its last‑200‑day average)? If yes, hold QLD (2x Nasdaq‑100) unless QQQ’s 10‑day RSI—a 0–100 “heat” score of recent ups vs downs—is >81; then hold PSQ (inverse QQQ).
2) If SPY is below: if QQQ’s RSI<30 (washed‑out), buy QLD for a bounce; else blend QQQ with PSQ or SHY (1–3yr Treasuries). As 4‑ & 6‑day averages move above the 20‑day, increase QQQ. Pick PSQ vs SHY by the higher 10‑day RSI.
High-upside, hedged Nasdaq-100 strategy: oos return 57% vs S&P 23%, guided by regime filters and tactical hedges. Expect higher volatility and ~36% max drawdown, but solid risk-adjusted upside (Calmar ~1.58).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.33 | 1.15 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 779.27% | 11.35% | 1.29% | 4.09% | 0.65 | |
| 418,833.63% | 51.04% | 7.77% | 8.24% | 1.36 |
Initial Investment
$10,000.00
Final Value
$41,893,363.28Regulatory Fees
$31,607.64
Total Slippage
$285,929.96
Invest in this strategy
OOS Start Date
Mar 11, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, market timing, nasdaq-100, leveraged etfs, risk management