Applies 2× daily Nasdaq-100 exposure only while its 50-day average exceeds its 200-day average.
DEFAULT MARKETQQQ
BAR INTERVAL1d
GROSS EXPOSURE2.0x
PAPER CASH$100,000.00
REALIZED P&L$+0.00
PROMOTION AUDIT
No AI qualification submitted
This strategy keeps its course or research provenance. A normal backtest snapshot cannot award the AI-generated label.
NOT TESTEDLocked evidenceRequires 100+ trades over 180+ untouched calendar days.
NOT TESTEDCost survivalMust beat exposure-matched Buy & Hold at 4 and 8 bps.
NOT TESTEDIntraday flatnessEvery position must close within its trading session.
NOT TESTEDImmutable provenanceExact algorithm, dataset, and trade-ledger SHA-256 fingerprints are mandatory.
How the strategy works
The golden cross is a slow trend regime: the 50-day mean must remain above the 200-day mean. This reduces exposure during prolonged Nasdaq downtrends but uses 2× daily exposure while risk-on.
Concrete example
A QQQ 50-day average of 640 above a 200-day average of 600 activates 2× exposure for the next session. A later death cross moves the system to cash.
Published evidence motivates this candidate; it does not guarantee this implementation will pass our current sample.
Exact algorithm
Calculate 50-session and 200-session simple moving averages from adjusted QQQ closes.
Use the prior session's completed crossover state.
Hold 2× daily-reset QQQ exposure above the golden cross; otherwise hold cash.
Include financing and signal-change costs.
Required data: adjusted_ohlcv
Where it may work—and where it can fail
EXPECTED BEST CONDITIONS
Long Nasdaq bull trends separated by extended bear regimes rather than abrupt V-shaped reversals.
IMPORTANT CONTEXT
This is a leveraged implementation; the ordinary 50/200 rule lagged QQQ, and only five completed regimes make the current result statistically weak.
Main risks
Very late exits and re-entries
Severe leveraged drawdowns before a crossover
Nasdaq sector concentration
Constant leverage may outperform during persistent bull markets
“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.
Forward paper transactions
LEDGER START2026-08-16T22:55:50.268628+00:00
PAPER VERSIONv2 · 69c1c35f87a1
STATUSrunning
STATUS DETAILNo issue
Entry
Side
Entry price
Exit
Exit price
Capital basis
Gross notional
Outcome
P&L
No forward-paper transactions yet. The ledger began at deployment and never imports historical P&L.
Capital basis is allocated paper equity. Gross notional uses the exposure stored with that exact fill; legacy fills with no recorded exposure are shown as unknown. A new semantic paper generation archives the prior run and restarts the forward clock.
Archived paper versions
Read-only prior runs preserve their executable manifest, balances, and fills. They never contribute to the active clock, cash, or qualification.
The headline Buy & Hold card is the familiar 1x adjusted-price reference. A 4x strategy must also beat this 4x daily-reset reference before leverage-adjusted outperformance can be claimed. Neither comparison is frozen qualification evidence.
HITS / MISSES5 / 0
HIT RATE+100.00%
AVG HIT / MISS+65.89% / +0.00%
LONGEST MISS STREAK0
Rolling 70/30 diagnostic
This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence. It cannot award AI-qualified status.
FINAL 30% TRADES2
STRATEGY / B&H 1x+278.60% / +163.09%
FINAL 30% VS B&H+115.51%
FINAL 30% HIT RATE+100.00%
FINAL 30% DRAWDOWN+0.00%
INDEPENDENT EVIDENCE?No
Candles and execution signals
▲ BUY▼ SELLHover a candle or marker for exact values
Shows the latest 120 available bars. BUY/SELL marks strategy entries and exits whose timestamps fall in this visible window.
Historical equity curve
Compounds each encoded net trade sequentially, including the strategy's declared exposure and modeled costs. The forward ledger starts only after deployment.
Backtest specification
STATUS / REPLICATIONcompleted · published_rule_synthetic_daily_leverage