Backtest: TQQQ vs QQQ vs 200-SMA rule

Runs in your browser on end-of-day dividend-adjusted data. The rule holds 3× QQQ while QQQ closes above SMA×(1+buffer), and switches to T-bills (13-week rate, ^IRX) after it closes below SMA×(1−buffer); trades at the next day's close. No taxes, slippage or commissions.

Start End Buffer % SMA days Use simulated 3× QQQ before TQQQ inception (2010-02-11)

Simulated 3× QQQ = 3 × QQQ daily total return − 0.95%/yr expense ratio − 2× T-bill rate financing on the borrowed exposure. It is a model, not real fund data; actual funds have tracking error and swap costs.