TQQQ
ProShares Ultrapro QQQ (3x Leveraged NASDAQ 100)
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-19
Executive Summary
The quantitative backtest for TQQQ (ProShares Ultrapro QQQ (3x Leveraged NASDAQ 100)) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -68.0% (compared to the benchmark's drawdown of -81.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 26.1%, compared to a Buy-and-Hold benchmark return of 43.5%. The strategy executed 55 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
TQQQ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 83.42% | 127.32% | 22.60% | 25.75% | 32.20% | 45.83% | 26.11% | 43.52% |
| Sharpe Ratio | 1.43 | 1.56 | 0.52 | 0.34 | 0.70 | 0.56 | 0.59 | 0.59 |
| Max Drawdown | -26.11% | -36.97% | -67.98% | -81.66% | -67.98% | -81.66% | -67.98% | -81.66% |
| % Time Invested | 77.4% | 100.0% | 54.2% | 100.0% | 63.7% | 100.0% | 69.0% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 4.2 | 0.0 | 4.1 | 0.0 | 3.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-06-08 | Open | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Mark-to-Market |
| 2026-04-15 | 2026-06-08 | Completed | 100% | $53.57 | $76.86 | 43.40% | Stop |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-02 | 2026-03-23 | Completed | 100% | $47.38 | $45.04 | -5.00% | Stop |
| 2026-02-05 | 2026-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2025-12-03 | 2026-02-05 | Completed | 100% | $54.48 | $48.31 | -11.38% | Stop |
| 2025-11-10 | 2025-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-04-23 | 2025-11-10 | Completed | 100% | $24.45 | $55.04 | 125.00% | Stop |
| 2025-03-31 | 2025-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-20 | 2025-03-31 | Completed | 100% | $30.03 | $27.17 | -9.57% | Stop |
| 2025-02-26 | 2025-03-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-01-17 | 2025-02-26 | Completed | 100% | $41.43 | $38.90 | -6.15% | Stop |
| 2024-12-23 | 2025-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-27 | 2024-12-23 | Completed | 100% | $36.33 | $41.31 | 13.67% | Stop |
| 2024-09-05 | 2024-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-08-12 | 2024-09-05 | Completed | 100% | $29.13 | $30.07 | 3.17% | Stop |
| 2024-07-19 | 2024-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-05-10 | 2024-07-19 | Completed | 100% | $29.08 | $35.81 | 23.05% | Stop |
| 2024-04-18 | 2024-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-11-07 | 2024-04-18 | Completed | 100% | $18.64 | $26.40 | 41.58% | Stop |
| 2023-01-19 | 2023-11-07 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2023-01-18 | 2023-01-19 | Completed | 100% | $9.88 | $9.15 | -7.38% | Stop |
| 2022-10-20 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2022-10-18 | 2022-10-20 | Completed | 100% | $9.97 | $9.23 | -7.43% | Signal |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-09-15 | 2022-09-26 | Completed | 100% | $12.36 | $10.11 | -18.28% | Stop |
| 2022-08-23 | 2022-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-08-05 | 2022-08-23 | Completed | 100% | $16.44 | $15.49 | -5.86% | Stop |
| 2022-07-14 | 2022-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-07-07 | 2022-07-14 | Completed | 100% | $12.60 | $11.69 | -7.29% | Stop |
| 2022-06-13 | 2022-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-05-31 | 2022-06-13 | Completed | 100% | $15.90 | $11.59 | -27.15% | Stop |
| 2022-05-06 | 2022-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-02 | 2022-05-06 | Completed | 100% | $17.31 | $16.76 | -3.25% | Stop |
| 2022-04-07 | 2022-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-09 | 2022-04-07 | Completed | 100% | $21.68 | $25.42 | 17.19% | Stop |
| 2022-02-14 | 2022-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-01 | 2022-02-14 | Completed | 100% | $29.81 | $25.26 | -15.29% | Stop |
| 2022-01-07 | 2022-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-29 | 2022-01-07 | Completed | 100% | $40.91 | $35.55 | -13.13% | Stop |
| 2021-12-06 | 2021-12-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-10-13 | 2021-12-06 | Completed | 100% | $30.03 | $35.96 | 19.67% | Stop |
| 2021-09-21 | 2021-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-04 | 2021-09-21 | Completed | 100% | $24.03 | $32.33 | 34.47% | Stop |
| 2021-05-12 | 2021-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-03-18 | 2021-05-12 | Completed | 100% | $21.40 | $21.73 | 1.52% | Stop |
| 2021-02-24 | 2021-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-18 | 2021-02-24 | Completed | 100% | $17.46 | $22.26 | 27.44% | Stop |
| 2020-10-27 | 2020-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-09-29 | 2020-10-27 | Completed | 100% | $15.46 | $16.03 | 3.65% | Stop |
| 2020-09-04 | 2020-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-08-18 | 2020-09-04 | Completed | 100% | $15.93 | $17.36 | 8.90% | Stop |
| 2020-07-27 | 2020-08-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-07-08 | 2020-07-27 | Completed | 100% | $13.18 | $12.96 | -1.72% | Stop |
| 2020-06-15 | 2020-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-05-14 | 2020-06-15 | Completed | 100% | $8.12 | $9.68 | 19.11% | Stop |
| 2020-04-22 | 2020-05-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-04-16 | 2020-04-22 | Completed | 100% | $7.62 | $7.29 | -4.40% | Stop |
| 2020-03-24 | 2020-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-18 | 2020-03-24 | Completed | 100% | $4.33 | $4.92 | 13.52% | Stop |
| 2020-02-25 | 2020-03-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-11-19 | 2020-02-25 | Completed | 100% | $9.13 | $11.69 | 28.05% | Stop |
| 2019-10-03 | 2019-11-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-08-28 | 2019-10-03 | Completed | 100% | $6.82 | $6.81 | -0.21% | Stop |
| 2019-08-06 | 2019-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-06-05 | 2019-08-06 | Completed | 100% | $6.24 | $6.77 | 8.42% | Stop |
| 2019-05-13 | 2019-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-11 | 2019-05-13 | Completed | 100% | $4.92 | $6.74 | 36.93% | Stop |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-07 | 2018-12-18 | Completed | 100% | $5.67 | $4.89 | -13.74% | Stop |
| 2018-11-13 | 2018-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-10-31 | 2018-11-13 | Completed | 100% | $6.11 | $5.89 | -3.52% | Stop |
| 2018-10-09 | 2018-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-05-17 | 2018-10-09 | Completed | 100% | $6.48 | $7.59 | 17.03% | Stop |
| 2018-04-25 | 2018-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-04-17 | 2018-04-25 | Completed | 100% | $6.08 | $5.47 | -10.13% | Stop |
| 2018-03-23 | 2018-04-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-03-01 | 2018-03-23 | Completed | 100% | $6.62 | $6.04 | -8.69% | Stop |
| 2018-02-06 | 2018-03-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-07-31 | 2018-02-06 | Completed | 100% | $4.46 | $5.43 | 21.78% | Stop |
| 2017-07-07 | 2017-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2016-07-20 | 2017-07-07 | Completed | 100% | $2.20 | $3.82 | 73.65% | Stop |
| 2016-06-27 | 2016-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-05-24 | 2016-06-27 | Completed | 100% | $1.89 | $1.71 | -9.45% | Stop |
| 2016-05-02 | 2016-05-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-03-02 | 2016-05-02 | Completed | 100% | $1.83 | $1.85 | 0.80% | Stop |
| 2016-02-08 | 2016-03-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-28 | 2016-02-08 | Completed | 100% | $1.69 | $1.40 | -17.02% | Stop |
| 2016-01-05 | 2016-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-10-21 | 2016-01-05 | Completed | 100% | $2.11 | $2.15 | 2.25% | Stop |
| 2015-09-29 | 2015-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-09-15 | 2015-09-29 | Completed | 100% | $1.93 | $1.66 | -14.08% | Stop |
| 2015-08-21 | 2015-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-12 | 2015-08-21 | Completed | 100% | $1.91 | $2.00 | 4.68% | Stop |
| 2014-12-17 | 2015-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-04 | 2014-12-17 | Completed | 100% | $1.83 | $1.75 | -4.44% | Stop |
| 2014-10-13 | 2014-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-30 | 2014-10-13 | Completed | 100% | $1.17 | $1.48 | 26.72% | Stop |
| 2014-04-07 | 2014-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-02-27 | 2014-04-07 | Completed | 100% | $1.31 | $1.14 | -13.12% | Stop |
| 2014-02-04 | 2014-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-07-17 | 2014-02-04 | Completed | 100% | $0.79 | $1.09 | 38.42% | Stop |
| 2013-06-24 | 2013-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-11-08 | 2013-06-24 | Completed | 100% | $0.49 | $0.62 | 26.87% | Stop |
| 2012-10-15 | 2012-11-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-06-26 | 2012-10-15 | Completed | 100% | $0.46 | $0.56 | 22.23% | Stop |
| 2012-06-04 | 2012-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-05-16 | 2012-06-04 | Completed | 100% | $0.49 | $0.42 | -14.29% | Stop |
| 2012-04-24 | 2012-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-02-06 | 2012-04-24 | Completed | 100% | $0.46 | $0.53 | 15.25% | Stop |
| 2012-02-02 | 2012-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |