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No. of Recommendations: 5
Vez, tpoto, &c - a GTR1 (all-starting-dates) version of this UPRO/TQQQ switch on best trailing 6 month return, 1 month hold, with Bearcatcher condition NHNL AND SMA Slope bearish, switch to cash when BC condition met. Goes back to 2009. Much worse than finviz report, but only 2015 was a hammer down year, although volatile.

CAGR: 20.077589
TR: 809.537292
Log2TR: 3.162527
SAWR(20; 0.95): 11.431602
GSD(20): 36.945568
DIGSD(20; 0%): 39.411396
LDD(20; 0%): 20.690922
LDDD3: 13.961026
MDD: -49.853771
UI(20): 22.507465
Sharpe(20): 0.722111
Beta(20): 1.287324
TI(20): 17.768192
AT: 5.341033

Total Return for Year Ending:
20091231 35.089146
20101231 -9.992986
20111230 7.568704
20121231 -11.800045
20131231 113.286255
20141231 13.523005
20151231 -31.372486
20161230 -3.732073
20171229 77.665482
20181231 6.055103
20191231 12.649500
20201231 56.658001
20210625 48.662598


When both NHNL AND SMA slope are bearish, it gets worse (MDD -75%, CAGR 18.5%) - indicating that waiting for SMA to go bearish also worsens the damage (as we might expect).
https://gtr1.net/2013/?~LevETFs-Bullish:f0.01::trp%281,126%2...


Then I ran the opposite tests - two 3x leveraged short ETFs SPXS and TECS to be used only when NHNL is bearish, and then again when NHNL and SMA are both bearish. Selling when BCC conditions improve.
#1 - NHNL bearish (BCC 0,1,4,5)
CAGR -4.4%, DDD3 15.2%, MDD 52%, long periods in cash (as you would expect)
https://gtr1.net/2013/?!!QlpoMTFBWSZTWelc824AAvffgBAAIgd!2F8...

With both NHNL and SMA bearish: (BCC 0 or 4): essentially the same.

Using 1x non leveraged shorts in place of the 3x, slightly improved returns but still a CAGR hovering around 0 with MDDs in the 40s. Usually a small positive (3-9%) return in every year it was used since 06.

Getting out in time before the market bounces much would be critical to the success of that approach.

Fun with GTR1,
FC
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