Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23
Backtest results
Metrics
1Y · since Oct 2025Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 | |
|---|---|
| Total Return | -0.70% |
| CAGR | -0.70% |
| Sharpe | 0.07 |
| Calmar | -0.03 |
| Max DD | -21.39% |
| Volatility | 20.32% |
| Win Rate | 50.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet disciplined, the strategy mainly holds the leveraged Nasdaq (TQQQ) when it shows strong recent gains or when the S&P 500 is trending upward, but it switches to the short QQQ (PSQ) whenever TQQQ becomes overbought, the Treasury (TLT) turns negative, or the VIX (UVXY) spikes. It protects itself by moving into risk-off assets - short QQQ, bonds, or cash - whenever market momentum weakens or volatility rises, ensuring a quick exit from over-exposed positions.
Current allocation
What the rules select as of Oct 30, 2026.
- PSQ100%
ProShares Short QQQ
Frequently asked questions
What is Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23?
Aggressive yet disciplined, the strategy mainly holds the leveraged Nasdaq (TQQQ) when it shows strong recent gains or when the S&P 500 is trending upward, but it switches to the short QQQ (PSQ) whenever TQQQ becomes overbought, the Treasury (TLT) turns negative, or the VIX (UVXY) spikes. It protects itself by moving into risk-off assets - short QQQ, bonds, or cash - whenever market momentum weakens or volatility rises, ensuring a quick exit from over-exposed positions.
What is Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 holding today?
As of Oct 30, 2026, Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 allocates to PSQ 100%.
How has Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 returned +0.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 in a hypothetical backtest was -21.4%.
How do I use Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23?
Open Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23 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.