Crash replays
Pick a decline and step through it. You can see when the gates shut, when the signal left TQQQ, and what that was worth against holding throughout.
Replay
Date2002-12-05
HoldingTLT
QQQ so far−74.8%
TQQQ held throughout−99.9%
Fallow TQQQ+50.8%
2 of 3 gates shut.
Index peak 2000-03-27, trough 2002-10-09. Shaded where the signal held TQQQ. Returns are from the first day shown.
Backtest. TQQQ before February 2010 is rebuilt from QQQ. Switches are traded after hours at the close and at the next open, with 5bp per switch.