Tactical Allocation Monitor

Unleveraged Research Sleeve

QQQ Risk Thermostat

Unleveraged QQQ Backtrader broker-order sleeve focused on drawdown reduction rather than replacing QQQ buy-and-hold CAGR.

Method

Strategy Principle

2000-01-03 to 2026-05-27

Signal Logic

  1. The model caps exposure at 100% QQQ and uses Backtrader broker orders instead of constant-exposure hand accounting.
  2. A risk thermostat score sets target exposure across risk-on, neutral, defensive, and panic regimes.
  3. Monthly rebalancing and minimum-change rules reduce turnover, while volatility and VIX gates can force lower or zero exposure.

Position Interpretation

  1. Target 100% means one unleveraged QQQ notional sleeve, with no borrowed portfolio leverage.
  2. Backtrader broker orders let actual exposure drift between rebalances as QQQ price and portfolio value move.
  3. The intended benchmark is QQQ buy-and-hold, with emphasis on drawdown reduction rather than CAGR replacement.

Research Baseline

Baseline Metrics

Final Equity 7.3x
CAGR 7.8%
MaxDD -35.6%
Calmar 0.22
Sharpe 0.58
Turnover 3.43
Orders 176

Research Context

Backtrader Notes

Read This Baseline As

  1. Research-only Backtrader result; no live execution JSON is published for this sleeve.
  2. Baseline CAGR is below QQQ buy-and-hold, while max drawdown improves from -82.96% to -35.62%.
  3. Rolling and bootstrap robustness should be read as drawdown-control diagnostics, not expected return forecasts.

Research Only

No Live Allocation

Backtrader Broker-Order Version

This page publishes the unleveraged QQQ Backtrader research baseline from v005_rolling_robustness. It is not connected to the daily VPS live-signal JSON used by TQQQ, SOXL, and FGVT-XYZ.

Downloads

Strategy Artifacts

Backtrader v005 research package Robustness report Baseline metrics CSV Rolling window summary CSV Bootstrap summary CSV Regime subperiods CSV

Risk Notice

Strategy-Specific Risks