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 2001-09-28 to 2026-04-24 (24.5 years): 13.8% CAGR, 0.89 Sharpe, -21.4% max drawdown, 15.9% volatility.
- Type
- Tactical (TAA)
- Author
- BestFolio
- Rebalancing
- Monthly
- Risk
- Aggressive
- Period
- 2001-09-28 to 2026-04-24
- CAGR
- 13.8%
- Sharpe
- 0.89
- Max Drawdown
- -21.4%
- Volatility
- 15.9%
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 (2001-09-28 to 2026-04-24)
| Metric | TQQQ/UPRO Trend SMA |
|---|---|
| Compound Annual Growth Rate (CAGR) | 13.8% |
| Maximum Drawdown | -21.4% |
| Sharpe Ratio | 0.89 |
| Sortino Ratio | 1.08 |
| Annualized Volatility | 15.9% |
| Calmar Ratio | 0.64 |
| Total Return | 2285.6% |
| Backtest Period | 24.5 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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