9Sig Simulator
Run Jason Kelly's 9% Signal on TQQQ and AGG from any start date since 1987, with your own starting amount and monthly savings, and see it next to QQQ and TQQQ held.
Rules
How the simulator works
The plan starts at 60% TQQQ and 40% AGG. A signal line for the TQQQ side grows 9% a quarter. At each quarter end, TQQQ above the line is sold into AGG, and a shortfall is bought out of AGG, using at most 90% of the bond fund in one quarter. Money you add goes to AGG, and half of each quarter's new money raises the signal line, as in The 3% Signal. Values are marked every trading day, so the worst fall is a daily figure.
“Your return a year” counts when each dollar went in (a money-weighted return). “Plan return a year” ignores the timing of your deposits (a time-weighted return), which is the figure to compare plans with. The worst fall and the time below a high are measured on that plan value too, so a deposit never hides a fall. Both returns include the entry fee.
The rules and the places where our version differs from the Kelly Letter are written up in our 9Sig article, and the strategy page runs the same plan with no new money: 9% Signal (Kelly).
Backtested results are hypothetical, use simulated TQQQ prices before February 2010 and do not represent actual trading. Not investment advice.