TQQQ / SQQQ Flip
Mutually exclusive Nasdaq 3x rotation — long TQQQ in bull regimes, long SQQQ in bear regimes, SHY when neutral. Fills at 1:30 PM ET; one trade per session.
Diversification
45
Volatility Profile
High
Horizon
Days–weeks
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$1,059.88
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+5.99%
Today's return
Since midnight UTC
0.00%
Tracking days
46
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Expected Return
N/A (demoted)
annualized
Volatility
+17.4%–+19.4%
annualized
Net Sharpe
0.6
after paper fee + slippage
Max Drawdown
-5.1%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA stack 9>14>20 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
⚠ DEMOTED Sep 2026 — leaky fill path. Catalog engine credits the switch-day return to the incoming leg (same-close lookahead). Confirmed Sep 21 2026: leaky 13:30 Sharpe 6.34 → honest 13:30 Sharpe −1.00 (15 bps), fill gap 6.99 Sharpe units. Demo-only until an honest-fill engine is validated. Full-archive Tiingo Sharpe 1.68 / P5 1.49 are on the leaky path.
Bull Case
Captures both sides of Nasdaq trends with explicit mutual exclusion. Higher CAGR than multi-ETF Pulse by concentrating in the highest-beta Nasdaq instruments.
Bear Case
⚠ Same-close fill lookahead inflates backtest by ~7 Sharpe units. Honest 13:30 same-clock series is negative on every year tested (2024–2026). Strategy needs a redesigned fill engine before live deployment.
Behavior During Downturns
Rotates to SQQQ when SPY stack breaks bearish; exits to SHY on trail stop or neutral regime.
Holdings
TQQQ/SQQQ Flip — demo / research only (Sep 2026). Catalog backtest used a leaky same-close fill; honest 13:30 Sharpe is negative. Live clock 1:30 PM ET if revived. Currently 100% SHY.