TQQQ/UPRO Trend SMA at a glance
TQQQ/UPRO Trend SMA is a tactical asset allocation (TAA) strategy by BestFolio across US Equity (Leveraged), Managed Futures, Gold, Treasuries, rebalanced monthly. Backtested 1986-02-28 to 2026-06-08 (40.3 years): 16.9% CAGR, 1.02 Sharpe, -42.6% max drawdown, 16.6% volatility.
- Type
- Tactical (TAA)
- Author
- BestFolio
- Rebalancing
- Monthly
- Risk
- Aggressive
- Period
- 1986-02-28 to 2026-06-08
- CAGR
- 16.9%
- Sharpe
- 1.02
- Max Drawdown
- -42.6%
- Volatility
- 16.6%
TQQQ/UPRO Trend SMA — Tactical Asset Allocation Strategy
The TQQQ/UPRO Trend SMA strategy combines a leveraged-equity trend filter with managed futures diversification. It uses the SPY 200-day SMA as the primary trend filter, combined with QQQ vs SPY 60-day relative strength to determine the market regime.
Three regimes: - QWin (above SMA + QQQ winning): TQQQ/UPRO + managed futures - SWin (above SMA + SPY winning): Return Stacked ETFs (CTAP + MATE) - Defense (below SMA): managed futures, gold, treasuries, small-cap value
Backtest Performance (1986-02-28 to 2026-06-08)
| Metric | TQQQ/UPRO Trend SMA |
|---|---|
| Compound Annual Growth Rate (CAGR) | 16.9% |
| Maximum Drawdown | -42.6% |
| Sharpe Ratio | 1.02 |
| Sortino Ratio | 1.27 |
| Annualized Volatility | 16.6% |
| Calmar Ratio | 0.40 |
| Total Return | 53891.5% |
| Backtest Period | 40.3 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- aggressive
- Variants
- 2
- Author
- BestFolio
- Source
- Custom strategy by BestFolio (2024). Combines leveraged equity trend-following with managed futures diversification.
Asset Classes
- US Equity (Leveraged)
- Managed Futures
- Gold
- Treasuries
- Small-Cap Value
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