Quantitative Strategies · Daily Signal

36 years of history.
Zero human intuition.

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Methodology, backtest, and step-by-step execution

7 days free · then $77/month or $750/year · cancel anytime

Signal active · Daily update
UPTIME: 99.999% · REFRESH: 125μs

Quantitative strategies · 2 live models

The two strategies.

Annual metrics updated as of December 31. Daily signal published at market close.

TQQQ / CASH · Nasdaq ×3LIVE

TQQQ Momentum

Concentrated Nasdaq-100 exposure with 3× leverage. The model moves to cash when momentum deteriorates. Binary — no complex rotations.

CAGR (1991–2026)

Sharpe

% Positive yrs

TQQQCASH
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TMF / CASH · Treasuries ×3LIVE

Monetary Hedge

Trades leveraged Treasury bonds or cash. Never exposed to equities. Perfect decorrelation to complement any equity portfolio.

CAGR (1985–2026)

Sharpe

% Positive yrs

TMFCASH
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Execute at your broker at the closing price · same signal for all subscribers

Historical results · Walk-forward OOS backtest · Log scale · Curve with daily updates

Equity Curves.

TQQQ Momentum

CAGR

Max DD

Positive yrs

Monetary Hedge

CAGR

Max DD

Positive yrs

Interactive simulator · Daily compounding

How much would your capital have grown?

Enter an initial amount and a date range. The curve replicates the model with 100% daily reinvestment — ideal for viewing crises, recoveries, and period CAGR.

Curve · daily updates · segment metrics calculated live

Model

Region

Crisis periods

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Premium Access.

All included · 7 days free · $750/year or $77/month

Recommended · Save $174

$750/year

7 days free, then one annual payment · full access

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Monthly subscription

$77/month

$77/month ($924/year) · or $750/year upfront — save $174

7 days free · Cancel anytime · no lock-in

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Includes

7 days free — full dashboard and history, no charge until day 8

Premium dashboard with daily operational allocation

Email signal on every position change

Full trade history and performance metrics

US models (NYSE/NASDAQ) and EU UCITS (LSE/Xetra)

Guarantee: if your 12 paid subscription months close negative, the next year is free

1. Sign up · 2. Choose plan and model · 3. Start 7-day trial with card · 4. Dashboard access

FAQ.

How does the guarantee work?

If at the end of your 12 subscription months the combined 50/50 portfolio (Monetary Hedge + TQQQ Momentum) for the model you trade is negative, the following subscription year is free. No questions asked. Based on Monte Carlo simulation over historical data, the probability of a negative 12-month period is around 5%.

How does the guarantee work if I pay monthly?

Exactly the same as on the annual plan, evaluated over your first 12 subscription months. The only condition is that your subscription stays active continuously for those 12 months: if you cancel before then, the guarantee does not apply for that period. If you are still active at month 12, the same rules apply as for any annual subscriber.

Does the backtest include real leveraged ETF costs?

Yes. Synthetic series before each ETF's listing date are built by simulating the underlying index's daily return with the corresponding leverage, applying the fund's TER (Total Expense Ratio), implicit swap financing cost, and daily reset compounding. It is not a naive 'index × 3' calculation: volatility decay is integrated from day one.

What is daily reset and why does it matter?

Leveraged ETFs rebalance their exposure every day to maintain a constant multiplier (3×, 5×). In sideways markets with high volatility this creates systematic capital erosion called volatility drag. The model detects these regimes and moves to CASH or XEON to avoid that decay — the main reason it outperforms a buy-and-hold leveraged ETF over time.

What is the Ito correction and why do you apply it?

In continuous finance, the geometric return of an asset with volatility σ is lower than its arithmetic return by σ²/2 per period. For a 3× ETF that adjustment is multiplied by 9. Our simulator applies the Ito correction when building synthetic series, meaning the backtest does not overstate historical returns — on the contrary, it is conservative in high-volatility periods.

Do you include leverage financing costs?

Yes. The implicit swap cost leveraged ETFs use to maintain exposure (typically SOFR + provider spread) is integrated into the simulation. In high-rate periods such as 2023–2024, this cost is material and reflected in the historical curve.

Are slippage and execution commissions modeled?

Yes. The backtesting engine applies 0.10% slippage on each entry and exit to simulate crossing the bid/ask spread at the open. Trades are infrequent — the model rotates on average fewer than 20 times per year — so the cumulative commission impact is minimal.