Composer
TQQQ For The Long Term
Robust
“Daily, one-ETF rotation using long-term trend and 10-day "heat" checks. In uptrends it favors TQQQ; when overheated it hedges with UVXY.”
From Composer
As tested: Daily. SPY above its 200-day: UVXY if TQQQ's 10-day RSI is over 79, else TQQQ. Below: TECL if TQQQ's RSI is under 31, UPRO if SPY's is under 30, then if TQQQ is under its 20-day the higher-RSI of SQQQ and BIL, else TQQQ.
Holding today: TQQQ 100% · last switch Jun 3, 2026
Uses leveraged funds. The test covers 2016–2026, one long Nasdaq bull market; it has never seen a 2000–02 or 2008, where 3× funds lost 90%+.
Edge per month+5.11 pts/mopts per month vs SPY
t-stat3.7395% range +2.42 to +7.80
Months120Nov 1, 2016 – Oct 12, 2026
CAGR82.2%SPY 15.8%
Max drawdown-62.7%SPY -33.8%
Since published+3.39 pts/mo45 months from Jan 24, 2023; +6.10 pts/mo before
Last 12 months-14.03 pts12 months, summed
Why robust
- t-stat 3.73 clears 2.0
- the edge stays positive in 95% of resamples
- 100% of nudged versions keep the edge, so it isn't one lucky setting
- the edge held after publication: +3.39 since it was published in 2023-01, vs +6.10 before
Growth of $1
TQQQ For The Long TermSPY
Log scale. Traded at the next open after each signal, daily rebalance, slippage on every trade.
Year by year
2016
-0.17 pts/mo2
2017
+7.44 pts/mo12
2018
+1.49 pts/mo12
2019
+7.63 pts/mo12
2020
+16.56 pts/mo12
2021
+5.77 pts/mo12
2022
-1.24 pts/mo12
2023
+6.30 pts/mo12
2024
+3.33 pts/mo12
2025
+4.21 pts/mo12
2026
-0.40 pts/mo10