TQQQ
ProShares Ultrapro QQQ (3x Leveraged NASDAQ 100)
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-03
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 24.8%, compared to a Buy-and-Hold benchmark return of 41.1%. The strategy executed 56 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 | 35.90% | 56.66% | 14.89% | 16.14% | 31.11% | 40.04% | 24.79% | 41.15% |
| Sharpe Ratio | 0.71 | 0.78 | 0.35 | 0.22 | 0.68 | 0.50 | 0.57 | 0.56 |
| Max Drawdown | -26.11% | -36.97% | -67.98% | -81.66% | -67.98% | -81.66% | -67.98% | -81.66% |
| % Time Invested | 70.1% | 100.0% | 52.8% | 100.0% | 63.6% | 100.0% | 68.7% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 4.4 | 0.0 | 4.1 | 0.0 | 3.9 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 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% | $47.27 | $44.93 | -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% | $54.36 | $48.20 | -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% | $24.39 | $54.91 | 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% | $29.96 | $27.11 | -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% | $41.34 | $38.81 | -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% | $36.24 | $41.22 | 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% | $29.07 | $30.00 | 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% | $29.02 | $35.72 | 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% | $18.60 | $26.34 | 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% | $9.86 | $9.13 | -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% | $9.94 | $9.21 | -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% | $12.33 | $10.08 | -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% | $16.40 | $15.45 | -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% | $12.57 | $11.66 | -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% | $15.87 | $11.56 | -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% | $17.27 | $16.72 | -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% | $21.63 | $25.36 | 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% | $29.74 | $25.21 | -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% | $40.81 | $35.47 | -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% | $29.97 | $35.88 | 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% | $23.97 | $32.25 | 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% | $21.35 | $21.68 | 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% | $17.42 | $22.21 | 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% | $15.42 | $15.99 | 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% | $15.89 | $17.32 | 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% | $13.15 | $12.93 | -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% | $8.10 | $9.66 | 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% | $7.60 | $7.27 | -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% | $4.32 | $4.91 | 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% | $9.11 | $11.67 | 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% | $6.80 | $6.79 | -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% | $6.23 | $6.75 | 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% | $4.91 | $6.73 | 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% | $5.66 | $4.88 | -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% | $6.09 | $5.88 | -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% | $6.46 | $7.57 | 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% | $6.07 | $5.46 | -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% | $6.60 | $6.03 | -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% | $4.45 | $5.42 | 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% | $2.19 | $3.81 | 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% | $2.10 | $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% | $1.90 | $1.99 | 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% | $1.82 | $1.74 | -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% | $0.45 | $0.52 | 15.25% | Stop | |
| 2012-02-02 | 2012-02-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |