Trend-gated 3x (US only)

1. Watch the Nasdaq-100 index (QQQ), not the fund.
2. When QQQ closes more than 1% above its 150-day average, buy TQQQ at the next open.
3. When QQQ closes more than 1% below that average, sell at the next open.
4. Between the bands, do nothing — the 1% is there so the line is not crossed forty times a year.

No live trades yet. A trade only counts as live if the agent opened it on the day it happened, before anyone knew how it would end.

Everything on this board is backfilled — the rules replayed over history they have already seen, which is a sanity check and not a track record.

Constantly holding TQQQ made MORE over the full sixteen years (+36,800% against +17,300%) — eleven of those years had no bear market, and stepping aside is this rule's whole job. Its case rests on the held-out years containing 2022: +32%/yr against +17%/yr for holding, with a -40% worst fall against -82% (both measured daily — an earlier version of this page said -31%, which was the same curve sampled monthly, a kinder ruler). The final research verdict is MIXED, not a pass: that -40% is DEEPER than simply holding unleveraged QQQ (-35%) or SPY (-25%), and on four US sectors the rule was never designed on it lost -3.8%/yr while holding them made +6.9%/yr. It reduces TQQQ's drawdown specifically; it is not a general edge. If the next decade has no 2022 in it, it will lose to doing nothing, on purpose.

Written by the agent as it ran, not composed for this page afterwards. The log is shared across every strategy because one run computes them all — that is genuinely how it works.