Entry: Buy TQQQ when QQQ Close ≥ MA(entry) | Exit: Sell when QQQ Close < MA(exit)
All periods 2-50 × 3 MA types (EMA/SMA, EMA/EMA, SMA/SMA)
Cash yield: 4.5% | Starting capital: $100,000 | 10-year backtest
Strategy distribution in top 20: SMA/SMA: 20
Tested 7,203 combinations (periods 2-50 × 3 MA types).
Rank Score = 0.4 × Stability + 0.3 × CAGR percentile + 0.3 × (1 - |MaxDD| percentile)
Stability = 0.5 × Rolling Sharpe consistency + 0.3 × % months positive + 0.2 × (1/Ulcer Index)
See docs/stability_score.md for full methodology.
| # | Combo | CAGR | Max DD | Sharpe | Calmar | Rank Score | Stability | Consistency | Months + | Ulcer Idx | # Trades | In Market | Final Equity |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| — | TQQQ Buy & Hold | 36.0% | -81.7% | 0.80 | 0.44 | — | — | — | — | — | 1 | 100.0% | $2,143,830 |
| — | QQQ Buy & Hold | 19.2% | -35.1% | 0.90 | 0.55 | — | — | — | — | — | 1 | 100.0% | $574,984 |
| 1 | SMA/SMA SMA22/SMA50 | 44.9% | -39.0% | 1.09 | 1.15 | 0.796 | 0.493 | 0.62 | 56.9% | 16.5 | 103 | 73.1% | $3,480,272 |
| 2 | SMA/SMA SMA23/SMA50 | 42.0% | -39.0% | 1.05 | 1.08 | 0.793 | 0.490 | 0.61 | 57.8% | 17.0 | 100 | 72.9% | $2,865,368 |
| 3 | SMA/SMA SMA22/SMA49 | 42.6% | -39.0% | 1.05 | 1.09 | 0.792 | 0.488 | 0.61 | 56.9% | 16.8 | 105 | 72.8% | $2,998,340 |
| 4 | SMA/SMA SMA22/SMA48 | 42.3% | -39.0% | 1.05 | 1.09 | 0.792 | 0.487 | 0.61 | 56.9% | 16.8 | 103 | 72.9% | $2,947,926 |
| 5 | SMA/SMA SMA21/SMA50 | 43.0% | -39.0% | 1.06 | 1.10 | 0.791 | 0.483 | 0.60 | 56.9% | 17.2 | 106 | 73.2% | $3,059,954 |
| 6 | SMA/SMA SMA23/SMA46 | 41.8% | -39.0% | 1.04 | 1.07 | 0.790 | 0.484 | 0.60 | 57.8% | 16.9 | 102 | 72.3% | $2,860,055 |
| 7 | SMA/SMA SMA22/SMA46 | 43.7% | -39.0% | 1.07 | 1.12 | 0.790 | 0.481 | 0.59 | 57.8% | 16.6 | 105 | 72.6% | $3,253,195 |
| 8 | SMA/SMA SMA22/SMA47 | 41.9% | -39.0% | 1.04 | 1.07 | 0.789 | 0.480 | 0.59 | 57.8% | 16.9 | 106 | 72.6% | $2,864,797 |
| 9 | SMA/SMA SMA50/SMA16 | 37.4% | -36.4% | 1.02 | 1.03 | 0.789 | 0.507 | 0.62 | 62.1% | 14.6 | 214 | 65.9% | $2,095,949 |
| 10 | SMA/SMA SMA23/SMA49 | 39.8% | -39.0% | 1.01 | 1.02 | 0.788 | 0.485 | 0.61 | 56.9% | 17.0 | 102 | 72.6% | $2,468,584 |
| 11 | SMA/SMA SMA23/SMA47 | 40.2% | -39.0% | 1.02 | 1.03 | 0.788 | 0.483 | 0.60 | 57.8% | 17.2 | 102 | 72.4% | $2,559,348 |
| 12 | SMA/SMA SMA23/SMA48 | 39.5% | -39.0% | 1.00 | 1.01 | 0.787 | 0.484 | 0.61 | 56.9% | 17.2 | 100 | 72.7% | $2,427,078 |
| 13 | SMA/SMA SMA22/SMA44 | 44.9% | -39.0% | 1.10 | 1.15 | 0.787 | 0.471 | 0.58 | 56.0% | 17.2 | 105 | 72.3% | $3,533,903 |
| 14 | SMA/SMA SMA21/SMA49 | 40.7% | -39.0% | 1.02 | 1.04 | 0.787 | 0.479 | 0.59 | 56.9% | 17.5 | 108 | 72.9% | $2,636,225 |
| 15 | SMA/SMA SMA22/SMA45 | 44.1% | -39.0% | 1.08 | 1.13 | 0.786 | 0.470 | 0.58 | 56.0% | 17.0 | 105 | 72.3% | $3,338,085 |
| 16 | SMA/SMA SMA21/SMA48 | 40.4% | -39.0% | 1.01 | 1.04 | 0.786 | 0.478 | 0.59 | 56.9% | 17.5 | 106 | 73.0% | $2,591,900 |
| 17 | SMA/SMA SMA23/SMA45 | 42.1% | -39.0% | 1.05 | 1.08 | 0.786 | 0.473 | 0.59 | 56.0% | 17.2 | 103 | 72.0% | $2,921,517 |
| 18 | SMA/SMA SMA23/SMA44 | 42.9% | -39.0% | 1.07 | 1.10 | 0.786 | 0.471 | 0.58 | 56.0% | 17.7 | 103 | 72.0% | $3,092,898 |
| 19 | SMA/SMA SMA21/SMA46 | 41.8% | -39.0% | 1.04 | 1.07 | 0.786 | 0.472 | 0.58 | 57.8% | 17.7 | 108 | 72.6% | $2,860,300 |
| 20 | SMA/SMA SMA50/SMA15 | 36.9% | -36.4% | 1.01 | 1.01 | 0.783 | 0.502 | 0.61 | 62.1% | 15.3 | 223 | 65.6% | $2,015,787 |
Per-year Calmar = year return / abs(year max drawdown). Green = strong risk-adjusted year, red = poor. Look for rows with consistently green cells.
TQQQ B&H and QQQ B&H columns show what buy-and-hold would have returned each year for reference.
| Metric | TQQQ B&H | QQQ B&H | SMA22/SMA50 | SMA23/SMA50 | SMA22/SMA49 | SMA22/SMA48 | SMA21/SMA50 | SMA23/SMA46 | SMA22/SMA46 | SMA22/SMA47 | SMA50/SMA16 | SMA23/SMA49 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAGR | 36.0% | 36.0% | 44.9% | 42.0% | 42.6% | 42.3% | 43.0% | 41.8% | 43.7% | 41.9% | 37.4% | 39.8% |
| Total Return | 2043.8% | 2043.8% | 3380.3% | 2765.4% | 2898.3% | 2847.9% | 2960.0% | 2760.1% | 3153.2% | 2764.8% | 1995.9% | 2368.6% |
| Max Drawdown | -81.7% | -81.7% | -39.0% | -39.0% | -39.0% | -39.0% | -39.0% | -39.0% | -39.0% | -39.0% | -36.4% | -39.0% |
| Sharpe | 0.80 | 0.80 | 1.09 | 1.05 | 1.05 | 1.05 | 1.06 | 1.04 | 1.07 | 1.04 | 1.02 | 1.01 |
| Sortino | 1.02 | 1.02 | 1.22 | 1.17 | 1.17 | 1.16 | 1.18 | 1.15 | 1.19 | 1.16 | 1.07 | 1.12 |
| Calmar | 0.44 | 0.44 | 1.15 | 1.08 | 1.09 | 1.09 | 1.10 | 1.07 | 1.12 | 1.07 | 1.03 | 1.02 |
| Rank Score | — | — | 0.80 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 |
| Stability | — | — | 0.49 | 0.49 | 0.49 | 0.49 | 0.48 | 0.48 | 0.48 | 0.48 | 0.51 | 0.49 |
| Consistency | — | — | 0.62 | 0.61 | 0.61 | 0.61 | 0.60 | 0.60 | 0.59 | 0.59 | 0.62 | 0.61 |
| % Months + | — | — | 56.9% | 57.8% | 56.9% | 56.9% | 56.9% | 57.8% | 57.8% | 57.8% | 62.1% | 56.9% |
| Ulcer Index | — | — | 16.50 | 16.99 | 16.79 | 16.81 | 17.21 | 16.94 | 16.63 | 16.91 | 14.58 | 17.04 |
| # Trades | 1 | 1 | 103 | 100 | 105 | 103 | 106 | 102 | 105 | 106 | 214 | 102 |
| Win Rate | 100.0% | 100.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% | 73.1% | 72.9% | 72.8% | 72.9% | 73.2% | 72.3% | 72.6% | 72.6% | 65.9% | 72.6% |
| Final Equity | $2,143,830 | $2,143,830 | $3,480,272 | $2,865,368 | $2,998,340 | $2,947,926 | $3,059,954 | $2,860,055 | $3,253,195 | $2,864,797 | $2,095,949 | $2,468,584 |
| 2016 | 31.4% | 31.4% | -13.0% | -9.7% | -14.9% | -14.9% | -11.8% | -11.5% | -14.7% | -15.9% | -13.3% | -11.8% |
| 2017 | 118.1% | 118.1% | 85.8% | 73.5% | 85.8% | 85.8% | 85.8% | 65.5% | 81.5% | 81.5% | 79.3% | 73.5% |
| 2018 | -19.8% | -19.8% | 3.8% | 12.3% | -7.6% | -7.6% | 1.3% | -3.3% | -10.6% | -14.0% | 10.1% | -0.0% |
| 2019 | 133.8% | 133.8% | 56.7% | 58.7% | 56.7% | 56.7% | 56.7% | 58.7% | 56.7% | 56.7% | 35.8% | 58.7% |
| 2020 | 110.1% | 110.1% | 153.1% | 153.1% | 153.0% | 153.0% | 153.1% | 175.4% | 175.4% | 175.4% | 193.6% | 153.0% |
| 2021 | 83.0% | 83.0% | 30.6% | 30.6% | 33.3% | 33.3% | 30.6% | 33.3% | 33.3% | 33.3% | 26.2% | 33.3% |
| 2022 | -79.1% | -79.1% | -10.3% | -23.6% | -7.1% | -8.7% | -18.2% | -22.4% | -18.0% | -18.0% | -24.5% | -20.9% |
| 2023 | 198.0% | 198.0% | 131.3% | 131.7% | 131.3% | 131.3% | 131.3% | 156.3% | 160.0% | 155.9% | 106.8% | 131.7% |
| 2024 | 58.3% | 58.3% | 49.4% | 39.0% | 49.4% | 49.4% | 35.2% | 46.4% | 57.4% | 49.4% | 31.5% | 39.0% |
| 2025 | 34.4% | 34.4% | 57.1% | 53.8% | 47.3% | 47.3% | 69.3% | 45.1% | 48.3% | 47.3% | 30.1% | 44.2% |
| 2026 | -21.7% | -21.7% | -17.9% | -17.9% | -17.9% | -17.9% | -17.9% | -17.9% | -17.9% | -17.9% | -8.9% | -17.9% |