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BALANCE: a regime-aware Nasdaq-100 strategy.

Every trading day the model reads the market's regime — trend, momentum, volatility and drawdown — and sets a target mix of QQQ, QLD and TQQQ, rotating into PSQ and QID in confirmed bear markets. Every trade it makes in the founder's own account is published in See my trades.

Risk: very highLeveraged & inverse ETFsDaily rebalanceMin $500$99 / month

See my trades: members of this strategy follow the founder's own trades in it — every fill with its exact quantity, price, time and the reason behind it, in real dollars compared with SPY and QQQ. Educational only; not a recommendation.

Try it free — 30-day trial How it decides
Video · 1:59

Watch: StrategyFolio's BALANCE in about two minutes

  • What the strategy does and the idea behind it
  • Its core rules, at a high level
  • Backtest results — including the worst drop and worst year
  • Strengths, risks and who it may not suit
  • How to follow my real trades with a free 30-day trial

The narration is AI-generated in the founder's voice. All performance figures in the video are hypothetical backtests, not real trading results, and past performance does not guarantee future results.

How the strategy decides

BALANCE is a fixed set of rules — no discretion, no predictions. The same rules decide every trade published in See my trades.

Bull regime · equity sleeve
QLD 20%
TQQQ 75%

Base mix QQQ 5% · QLD 20% · TQQQ 75% of a 97% equity sleeve (3% stays in cash). Leveraged legs are scaled up or down by realized volatility (target 35% annualized). Faster-confirmation boosts (Fast Risk-On, Dual Confirm, Bull Booster) can lift TQQQ further when trend and volatility agree.

Confirmed bear regime · equity sleeve
QQQ 31%
PSQ 21%
QID 48%

Base mix QQQ 25 : PSQ 17 : QID 38, normalized to the sleeve. Bear is confirmed only when QQQ is below its 200-day average, the 50-day is below the 200-day and 20-day momentum is negative for several days. A deeper "Deep Bear" state (QQQ ≥15% under its 200-day) adds short exposure with its own entry/exit hysteresis.

Protection layers
Crash GuardA −10% 10-day drop switches to a defensive QQQ/QLD mix for 25 days.
Soft Drawdown Brake & Curve BreakerAccount drawdowns of −10% / −22% cut leveraged exposure for a set number of days.
Speed GovernorA fast −6% five-day equity drop trims leveraged legs.
Market filters
Volatility spike capAbove 55% realized vol, TQQQ and QLD are capped hard.
Chop filterFrequent 50-day crossings with a flat slope reduce leverage.
Momentum pre-empt & Bear approachEarly de-risking before a bear is fully confirmed.
Execution discipline
5% drift thresholdA position is only traded when it drifts 5 points from target — no churn.
Market-hours guardOrders are never sent outside regular hours, on holidays, or twice in one day.
Sanity guardAn implausible equity jump quarantines the run — no trades, state untouched.

Backtest since Jan 2011

Hypothetical results of these exact rules on daily closing prices, Jan 2011 – Oct 2026, starting with $10,000 and counting trading costs of 10 bps on every dollar bought or sold. Not the results of any real account.

CAGR29.4%QQQ 19.1%
$10,000 became$577,035QQQ $156,834
Max drawdown−45.3%QQQ −35.1%
Sharpe ratio0.89Volatility 37% a year
Best full year+100.3%2023
Worst full year−37.2%2022
Worst single day−14.4%QQQ −12.0%
Period15.7 yearsJan 2011 – Oct 2026
Growth of $10,000 (log scale)
BALANCE QQQ buy & hold SPY buy & hold
$10k$20k$50k$100k$200k$500k20112013201520172019202120232025
Year by year
YearBALANCEQQQSPY
2011−29.9%+2.0%+0.9%
2012+30.0%+18.1%+16.0%
2013+94.9%+36.6%+32.3%
2014+31.3%+19.2%+13.5%
2015−13.1%+9.4%+1.2%
2016−3.8%+7.1%+12.0%
2017+99.5%+32.7%+21.7%
2018+9.3%−0.1%−4.6%
2019+62.2%+39.0%+31.2%
2020+83.1%+48.4%+18.3%
2021+66.2%+27.4%+28.7%
2022−37.2%−32.6%−18.2%
2023+100.3%+54.9%+26.2%
2024+33.4%+25.6%+24.9%
2025+20.6%+20.8%+17.7%
2026*+36.2%+23.8%+14.9%
CAGR29.4%19.1%14.2%

* Partial year. Benchmarks are buy-and-hold with dividends reinvested.

How it was tested

Real daily closes for QQQ, QLD, TQQQ, PSQ and QID, adjusted for splits and dividends. Every rule — regime filters, volatility scaling, crash guard, brakes, kill switch — runs day by day as it does live; signals at each close set the holdings for the next day.

Hypothetical, back-tested performance. These results were produced by applying the strategy's rules to past prices with the benefit of hindsight. No account achieved them. They ignore taxes and the subscription fee, assume trades at the daily close, and real fills, costs and slippage will differ. The daily signal uses that day's closing price and the trade is assumed at the same close; live, the bot trades a few minutes before the close at the prices then, and anyone acting a day later would get different (in our test, lower) results. Leveraged ETFs can fall far more than shown here. Past performance, real or simulated, does not guarantee future results. Prices: Yahoo Finance daily closes adjusted for splits and dividends (total return). Benchmarks include dividends.

Watch it work before you decide.

Every trial gives you 30 days of the founder's published trades for every strategy, with a paper account to practise in.

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Important: BALANCE uses 2× and 3× leveraged and inverse ETFs. It is a high-risk, high-reward model — expect very large drawdowns when markets are unfavorable (its largest fall in the backtest was 45.3%), and never risk money you cannot afford to lose. Not investment advice; StrategyFolio is not a registered adviser or broker. Past performance, including backtests, does not guarantee future results. Full risk disclosure.