Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048
Backtest results
Metrics
1Y · since Oct 2025Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 | |
|---|---|
| Total Return | -24.53% |
| CAGR | -24.70% |
| Sharpe | -0.35 |
| Calmar | -0.65 |
| Max DD | -37.89% |
| Volatility | 48.32% |
| Win Rate | 48.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp, risk-on strategy that mainly holds leveraged Nasdaq (TQQQ) when its 40-day cumulative return exceeds that of short-term Treasury (TTT) over 20 days, and switches to the Treasury when the comparison reverses. The switch protects the portfolio by moving to the safer Treasury whenever the Nasdaq's recent performance falters.
Current allocation
What the rules select as of Oct 30, 2026.
- TQQQ100%
ProShares UltraPro QQQ
Frequently asked questions
What is Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048?
A sharp, risk-on strategy that mainly holds leveraged Nasdaq (TQQQ) when its 40-day cumulative return exceeds that of short-term Treasury (TTT) over 20 days, and switches to the Treasury when the comparison reverses. The switch protects the portfolio by moving to the safer Treasury whenever the Nasdaq's recent performance falters.
What is Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 holding today?
As of Oct 30, 2026, Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 allocates to TQQQ 100%.
How has Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 returned -22.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 in a hypothetical backtest was -37.9%.
How do I use Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048?
Open Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048 in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.