TQQQ test: live rules vs no B1 on red Stage (2026-11-13)

TQQQ test: live rules vs no B1 on red Stage (12 Nov 2026 close)

This page shows the same TQQQ history twice so the two rule sets can be checked trade by trade. Both scenarios use Yahoo Finance daily bars from 4 Jan 2021 through the 12 Nov 2026 close, TQQQ’s own price-based Stage on every bar, Stochastic 14,3,5, Bollinger 18,2, one position at a time, fills at the signal-day close, no costs. It is a backtest only: nothing was bought or sold.

  • Scenario A, the live rules (set E + P1, as on the dashboard charts).
  • Scenario B, the correction: the same rules, except that a B1 oversold-cross buy (%K crosses above %D with both under 20) is blocked when the Stage on the cross day is Rolling Over or Faded (red background). All other buy and sell rules are identical.

Result to the 12 Nov 2026 close: Scenario A +281.3%, Scenario B +254.6%, TQQQ buy & hold +175.5% over the full period. The correction blocked 1 B1 buy on TQQQ. Of the matching B1 trades in Scenario A, 0 closed as winners and 1 as a loser; their returns add up to -0.0%. The most costly block (24 Jan 2022, the biggest gap between the A trade and B’s replacement trade): A bought B1 on 24 Jan 2022 at 28.75 and sold on 5 Apr 2022 (-0.0%). B skipped it (Stage Rolling Over) and bought on 31 Jan 2022 (B2 embed-low end) at 30.92 instead, sold 5 Apr 2022, -7.0%. Each block also shifts the entry price of the trade B takes instead, so the full-period gap comes from these trade-by-trade differences, compounded over time. These match the cross-ETF backtest (to the 11 Nov 2026 close: A +284.9%, B +257.9%; this build gives +284.9% and +257.9% on the same dates).

Not advice. Highlighted rows (yellow) = the most costly block (24 Jan 2022, the biggest gap between the A trade and B’s replacement trade).

Summary

Summary: Scenario A vs Scenario B vs TQQQ buy & hold (to the 12 Nov 2026 close)

PeriodScenario A: live rulesScenario B: no B1 on red StageTQQQ buy & hold
Full period (from 4 Jan 2021)+281.3%+254.6%+175.5%
2021+49.3%+49.3%+91.3%
2022-58.4%-61.3%-79.8%
2023+174.1%+174.1%+199.8%
2024+111.5%+111.5%+64.4%
2025+12.4%+12.4%+34.1%
2026 (to 12 Nov 2026)+0.1%+0.1%+14.4%
Last 1 year (from 12 Nov 2025)-17.5%-17.5%+7.4%
Last 6 months (from 12 May 2026)-30.1%-30.1%-20.1%
Worst drop, full period-65.0%-67.4%-81.8%
Trades (closed + open)22 + 122 + 1–
Win rate (closed trades)55% (12 of 22)55% (12 of 22)–

Strategy columns = mark-to-market from a flat start on 4 Jan 2021, including the open position. Years run from the first to the last close of the year (2026 to 12 Nov 2026); 1 year from 12 Nov 2025, 6 months from 12 May 2026. Shaded = best in that row. Win rate counts closed trades only.

Scenario A: live rules (set E + P1)

Markers:buy (rule written below)sell (reason written above)

TQQQ (ProShares UltraPro QQQ, 3x daily Nasdaq-100) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. TQQQ is a 3x daily-reset leveraged ETF, much more volatile than the narrative ETFs. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = TQQQ’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to TQQQ vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.

Scenario A: all 23 trades

#Buy dateBuy ruleBuy closeSell dateSell ruleSell close% gainDays held
18 Jan 2021B4 middle-band reclaim23.7825 Feb 2021S4 waited for a close below SMA 6821.98-7.6%48
29 Mar 2021B2 embed-low end21.4110 May 2021S4 waited for a close below SMA 6824.00+12.1%62
325 May 2021B4 middle-band reclaim25.4421 Sep 2021S4 waited for a close below SMA 6833.42+31.3%119
423 Sep 2021B3 trend pullback35.3517 Dec 2021S5 Stage Rolling Over: waited sell fired on a close below SMA 4037.70+6.7%85
522 Dec 2021B3 trend pullback40.415 Jan 2022S4 waited for a close below SMA 6837.34-7.6%14
624 Jan 2022 most costly blockB1 oversold cross28.755 Apr 2022S2 embed-high end, close below SMA 6828.74-0.0%71
74 May 2022B2 embed-low end21.076 Jun 2022S1 overbought cross, close below SMA 6816.27-22.8%33
823 Jun 2022B2 embed-low end12.6625 Jul 2022S1 overbought cross, close below SMA 6814.55+14.8%32
928 Jul 2022B5 20-day-high re-entry15.8129 Aug 2022S4 waited for a close below SMA 6814.65-7.3%32
109 Sep 2022B2 embed-low end14.9218 Jan 2023S1 overbought cross, close below SMA 689.73-34.8%131
1126 Jan 2023B5 20-day-high re-entry11.3410 Mar 2023S4 waited for a close below SMA 6810.44-7.9%43
1214 Mar 2023B3 trend pullback11.3910 Aug 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4019.94+75.1%149
1322 Aug 2023B2 embed-low end19.007 Sep 2023S4 waited for a close below SMA 6820.19+6.3%16
142 Oct 2023B2 embed-low end18.2415 Apr 2024S4 waited for a close below SMA 6827.89+52.9%196
1524 Apr 2024B2 embed-low end26.8524 Jul 2024S4 waited for a close below SMA 6832.72+21.9%91
168 Aug 2024B2 embed-low end29.0328 Aug 2024S2 embed-high end, close below SMA 6833.35+14.9%20
1710 Sep 2024B1 oversold cross30.358 Jan 2025S5 Stage Rolling Over: waited sell fired on a close below SMA 4040.34+32.9%120
1821 Jan 2025B4 middle-band reclaim42.2618 Nov 2025S4 waited for a close below SMA 6849.18+16.4%301
1928 Nov 2025B4 middle-band reclaim54.5412 Dec 2025S2 embed-high end, close below SMA 6852.82-3.2%14
2022 Dec 2025B3 trend pullback54.258 Jul 2026S5 Stage Rolling Over: waited sell fired on a close below SMA 4072.72+34.0%198
2110 Jul 2026B3 trend pullback77.0319 Aug 2026S2 embed-high end, close below SMA 6872.06-6.5%40
2227 Aug 2026B3 trend pullback73.3016 Oct 2026S4 waited for a close below SMA 6868.21-6.9%50
2328 Oct 2026B2 embed-low end72.3612 Nov 2026 openstill held (valued at last close)59.88-17.2%15

Scenario B: live rules + no B1 on a red Stage

Markers:buy (rule written below)sell (reason written above)B1 blocked (red), hollow grey

TQQQ (ProShares UltraPro QQQ, 3x daily Nasdaq-100) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. TQQQ is a 3x daily-reset leveraged ETF, much more volatile than the narrative ETFs. Scenario B change: B1 (oversold cross) does not fire when the Stage that day is Rolling Over or Faded (red background); the hollow grey triangle marked “B1 blocked (red)” shows each blocked B1. On a blocked day the other buy rules (B2–B5) are still checked in the usual order; everything else is the same as Scenario A. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = TQQQ’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to TQQQ vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.

Scenario B: all 23 trades

#Buy dateBuy ruleBuy closeSell dateSell ruleSell close% gainDays held
18 Jan 2021B4 middle-band reclaim23.7825 Feb 2021S4 waited for a close below SMA 6821.98-7.6%48
29 Mar 2021B2 embed-low end21.4110 May 2021S4 waited for a close below SMA 6824.00+12.1%62
325 May 2021B4 middle-band reclaim25.4421 Sep 2021S4 waited for a close below SMA 6833.42+31.3%119
423 Sep 2021B3 trend pullback35.3517 Dec 2021S5 Stage Rolling Over: waited sell fired on a close below SMA 4037.70+6.7%85
522 Dec 2021B3 trend pullback40.415 Jan 2022S4 waited for a close below SMA 6837.34-7.6%14
631 Jan 2022 most costly blockB2 embed-low end30.925 Apr 2022S2 embed-high end, close below SMA 6828.74-7.0%64
74 May 2022B2 embed-low end21.076 Jun 2022S1 overbought cross, close below SMA 6816.27-22.8%33
823 Jun 2022B2 embed-low end12.6625 Jul 2022S1 overbought cross, close below SMA 6814.55+14.8%32
928 Jul 2022B5 20-day-high re-entry15.8129 Aug 2022S4 waited for a close below SMA 6814.65-7.3%32
109 Sep 2022B2 embed-low end14.9218 Jan 2023S1 overbought cross, close below SMA 689.73-34.8%131
1126 Jan 2023B5 20-day-high re-entry11.3410 Mar 2023S4 waited for a close below SMA 6810.44-7.9%43
1214 Mar 2023B3 trend pullback11.3910 Aug 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4019.94+75.1%149
1322 Aug 2023B2 embed-low end19.007 Sep 2023S4 waited for a close below SMA 6820.19+6.3%16
142 Oct 2023B2 embed-low end18.2415 Apr 2024S4 waited for a close below SMA 6827.89+52.9%196
1524 Apr 2024B2 embed-low end26.8524 Jul 2024S4 waited for a close below SMA 6832.72+21.9%91
168 Aug 2024B2 embed-low end29.0328 Aug 2024S2 embed-high end, close below SMA 6833.35+14.9%20
1710 Sep 2024B1 oversold cross30.358 Jan 2025S5 Stage Rolling Over: waited sell fired on a close below SMA 4040.34+32.9%120
1821 Jan 2025B4 middle-band reclaim42.2618 Nov 2025S4 waited for a close below SMA 6849.18+16.4%301
1928 Nov 2025B4 middle-band reclaim54.5412 Dec 2025S2 embed-high end, close below SMA 6852.82-3.2%14
2022 Dec 2025B3 trend pullback54.258 Jul 2026S5 Stage Rolling Over: waited sell fired on a close below SMA 4072.72+34.0%198
2110 Jul 2026B3 trend pullback77.0319 Aug 2026S2 embed-high end, close below SMA 6872.06-6.5%40
2227 Aug 2026B3 trend pullback73.3016 Oct 2026S4 waited for a close below SMA 6868.21-6.9%50
2328 Oct 2026B2 embed-low end72.3612 Nov 2026 openstill held (valued at last close)59.88-17.2%15

Every B1 buy that the correction blocked (Scenario B)

#DateCloseStage that day%K / %DWhat this B1 trade returned in Scenario ANext buy in Scenario B instead, and how that trade did
124 Jan 2022 most costly block28.75Rolling Over8.9 / 7.9-0.0% (sold 5 Apr 2022 at 28.74, S2 embed-high end, close below SMA 68; 71 days)31 Jan 2022, B2 embed-low end at 30.92: -7.0% (sold 5 Apr 2022)

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