High win-rate

Hybrid 3,185/161

Asymmetric buy (185) and sell (161) lines — the core lesson: “don’t buy just because 161 was re-crossed.”

How it works

Buy only when QQQ’s 3-day SMA crosses above the 185-day line, and sell only when it breaks the 161-day line. The author found that recovery events which re-cross 161 but never reach 185 were historically all losses, so the buy threshold is raised to 185 to filter fake signals. The app implements this as a state machine with an extra exception state for inverted alignment (161 above 185): entering between the two lines starts an exception hold, which sells on a 185 break and upgrades to a normal hold when 161 is crossed. Same-day re-entry is not allowed.

39.6%

10y CAGR (sim)

-48.1%

Max drawdown (sim)

Signal & traded assets

Signal (chart)	QQQ · 3-day vs 185-day (buy) / 161-day (sell)
Traded asset	TQQQ (3x Nasdaq)
Parked after sell	SGOV (short-term treasuries)

Rules

Buy	QQQ 3-day SMA crosses above the 185-day line → hold
Exception entry	In inverted alignment (161 > 185), 3-day between the two lines → exception hold
Sell	Normal hold: 3-day < 161 / Exception hold: 3-day < 185
Upgrade	Exception hold → normal hold when 3-day crosses above 161
Other	No same-day re-entry

Charts on real data

Last 5 years · green shading = holding periods

Last 10 years · growth of $1 (no taxes/fees)

FAQ

Why split the buy and sell lines?: In the author’s tests, buying on a mere 161 re-cross that failed to reach 185 lost money in all 7 historical events (avg −7.6%). Raising only the buy threshold skips those zones while keeping fast exits.
What exactly is the exception alignment?: Normally the 161-day sits below the 185-day, but right after a crash the order flips. In that inverted zone, when the 3-day SMA enters between the two lines, the strategy takes an "exception hold" so it does not miss the recovery rally — with the sell line switching to 185.
What if stop-outs come frequently?: Exiting mechanically when the 161 line breaks IS the defense. Stops hurt, but the goal is drawdown protection — the author kept the rule through losing stretches.

Sources

• Write-up by the strategy author (Korean)

Backtest charts on this page reproduce the app’s rules on Yahoo Finance daily data (last 10 years, adjusted closes) for reference only. Taxes, fees and slippage are not modeled, and past performance does not guarantee future results. Rule descriptions and live signals always follow the app’s latest implementation. Nothing here is investment advice; decisions and responsibility remain yours.

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