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 2026-07-03 (40.3 years): 14.4% CAGR, 0.90 Sharpe, -40.2% max drawdown, 17.7% volatility.
- Type
- Tactical (TAA)
- Author
- BestFolio
- Rebalancing
- Monthly
- Risk
- Aggressive
- Period
- 1986-02-28 to 2026-07-03
- CAGR
- 14.4%
- Sharpe
- 0.90
- Max Drawdown
- -40.2%
- Volatility
- 17.7%
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
TQQQ/UPRO Trend SMA: frequently asked questions
- What is TQQQ/UPRO Trend SMA?
- Leveraged trend-following using SPY 200-day SMA with QQQ/SPY relative strength. Three regimes: QQQ outperforms triggers leveraged Nasdaq/managed futures; SPY wins triggers return stacking; below trend triggers diversified defense. Monthly.
- Who created the TQQQ/UPRO Trend SMA strategy?
- TQQQ/UPRO Trend SMA was developed by BestFolio. It is based on Custom strategy by BestFolio (2024). Combines leveraged equity trend-following with managed futures diversification..
- What is the historical return and maximum drawdown of TQQQ/UPRO Trend SMA?
- Backtested from 1986-02-28 to 2026-07-03, TQQQ/UPRO Trend SMA returned 14.4% CAGR with a -40.2% maximum drawdown and a Sharpe ratio of 0.90. Past performance does not guarantee future results.
- How often is TQQQ/UPRO Trend SMA rebalanced?
- TQQQ/UPRO Trend SMA is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
- Is TQQQ/UPRO Trend SMA a tactical asset allocation strategy?
- Yes. TQQQ/UPRO Trend SMA is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.
Backtest Performance (1986-02-28 to 2026-07-03)
| Metric | TQQQ/UPRO Trend SMA |
|---|---|
| Compound Annual Growth Rate (CAGR) | 14.4% |
| Maximum Drawdown | -40.2% |
| Sharpe Ratio | 0.90 |
| Sortino Ratio | 1.25 |
| Annualized Volatility | 17.7% |
| Calmar Ratio | 0.36 |
| Total Return | 22324.4% |
| 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
Further reading
New to this approach? Read what tactical asset allocation is and how it works.
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