TQQQ Scale-In Test
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A four-signal, daily-rebalanced system that splits capital into four equal blocks, going long TQQQ when trend signals align and otherwise parking in BIL (cash). Overall TQQQ exposure equals 25% times the number of bullish signals; high risk due to 3x leverage.
- Each day, compute four independent signals for TQQQ vs cash.
- Signal 1: Is TQQQ price above its 200-day moving average? If yes, that block goes long TQQQ; if no, it goes to BIL.
- Signal 2: Is TQQQ price above its 20-day moving average? If yes, that block goes long TQQQ; if no, it goes to BIL.
- Signal 3: Is the 20-day EMA above the 50-day EMA? If yes, that block goes long TQQQ; if no, it goes to BIL.
- Signal 4: Is the 50-day EMA above the 200-day EMA? If yes, that block goes long TQQQ; if no, it goes to BIL.
- Each block is weighted equally (25% of capital). The final allocation sums the four blocks: number of TQQQ signals × 25% determines TQQQ exposure; remaining blocks go to BIL.
- Rebalance is daily, so positions can change every day.
- Purpose: capture uptrends in TQQQ when multiple trend signals align, while preserving capital in a cash-like asset when signals fail.
- Important notes: TQQQ is highly volatile; leverage amplifies moves; costs and taxes apply with daily trading; this is not a passive or risk-off strategy but a tactical, high-risk approach.
Four-signal trend timing on TQQQ with cash buffer aims for strong upside and risk control. Out-of-sample return ~31.9%/yr, Calmar ~1.07, Sharpe ~0.88 vs S&P 500—yet exposure can suffer larger drawdowns in down markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.07 | 1.51 | 0.48 | 0.69 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 633.34% | 13.93% | -1.77% | 0.2% | 0.85 | |
| 2,829.46% | 24.75% | -3.47% | -8.39% | 0.78 |
Initial Investment
$10,000.00
Final Value
$292,945.97Regulatory Fees
$600.67
Total Slippage
$2,869.94
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf, trend-following, daily rebalance, cash overlay