What this is
A long-term QQQ strategy I wrote for myself. It starts in 2006 and contributes and trades by a fixed set of rules. The curve and the ledger above are real backtest output — every execution maps back to a real bar.
This is not a recommendation and not a live account. It answers one specific question: what happens if someone holds QQQ by rules that admit no discretion, for a very long time.
Why I built it
I don’t trust predictions; I trust rules and reviews. A human deciding intraday will be carried off by emotion almost every time — chasing on the way up, fleeing on the way down. Freezing the criteria into code guarantees at least one thing: the same market always produces the same action.
The goal is not to capture every rally. It is to avoid staying fully invested through a systemic decline, while still buying when things get genuinely cheap. The cost is that every reversal is entered late, and that choppy markets whipsaw the rules repeatedly. Both are visible in the curve above; I have not hidden them.
Data
Daily bars come from Yahoo Finance, and only completed sessions are used (judged in US Eastern time, so today’s partial bar never enters the calculation). If the stored data lags the latest close when you open this page, it refreshes in the background without blocking the render.
Limits
- No commissions, slippage, or taxes
- No dividend reinvestment
- Full-size entries ignore settlement cycles in a real account
- Past rule performance says nothing about the future
The entry, exit, and sizing rules themselves are not public.