Explore more topics
Historical research: mixed results

Quantitativo turnaround Tuesdays: QQQ and TQQQ tests

Actual QQQ and TQQQ turnaround tests, source-published Wednesday entries, a losing February trade and the recent return shortfall that stopped this pilot.

As of 2026-10-10

Jump to a section

TL;DR

Tuesday and Wednesday entries improved the QQQ strategy's January 2022 to October 5, 2026 return to 43.77%, with 10.44% drawdown, while holding QQQ returned 94.97%. The TQQQ version gained 232.64% broadly, but its fresh 2025-start return was 39.21% with 29.32% drawdown. Holding unleveraged QQQ then grew more and fell less. The recent shortfall stopped this pilot; a diagnostic earlier exit was not a complete repaired-portfolio test.

QQQ adaptation, 2022 start
43.77% return
TQQQ adaptation, 2022 start
232.64% return
TQQQ recent worst decline
29.32%
Recent holding QQQ return
48.27%

The broad lead and its leverage

The broad lead and its leverage: cumulative historical returns240.5-80.62022-01-032026-10-05
QQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
43.77
TQQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
232.64
Holding QQQ 2026-10-05, 16:00:00 EDT
94.97
Holding TQQQ 2026-10-05, 16:00:00 EDT
108.5
QQQ Tuesday/WednesdayTQQQ Tuesday/WednesdayHolding QQQHolding TQQQHistorical simulationDates shown in New York time
Both actual instruments and their holding controls remain visible. TQQQ's daily leveraged objective does not promise a fixed multiple of QQQ's longer-period return. Vertical axis: percent. Horizontal axis: recorded dates. The responsive curve preserves bucket extrema.
Step 1 of 2

Cumulative return (%)

Use the line buttons to compare the strategy with its recorded controls. Then switch to drawdown to inspect the losses behind the return.

First recorded mark
Jan 3, 2022 · 09:30:00 NY
Last recorded mark
Oct 5, 2026 · 16:00:00 NY
Vertical axis range (percent)
-80.63 to 240.47
What you should see

At the recorded endpoint: QQQ Tuesday/Wednesday 43.77%; TQQQ Tuesday/Wednesday 232.64%; Holding QQQ 94.97%; Holding TQQQ 108.50%. These are cumulative returns over this window, not annual rates.

The broad lead and its leverage: decline below each portfolio's prior high0-81.12022-01-032026-10-05
QQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
-0.99
TQQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
-2.3
Holding QQQ 2026-10-05, 16:00:00 EDT
0
Holding TQQQ 2026-10-05, 16:00:00 EDT
-4.8
QQQ Tuesday/WednesdayTQQQ Tuesday/WednesdayHolding QQQHolding TQQQHistorical simulationDates shown in New York time
Each line measures its own decline from its previous high. Zero means at a high; -10% means 10% below it. These are observed historical marks, not a guarantee of an intraday loss limit. Vertical axis: percent. Horizontal axis: recorded dates. The responsive curve preserves bucket extrema.
Step 2 of 2

Below the prior peak (%)

Choose the lines whose losses you want to compare. Hiding a line changes this view only; the recorded dates and chart scale stay fixed.

First recorded mark
Jan 3, 2022 · 09:30:00 NY
Last recorded mark
Oct 5, 2026 · 16:00:00 NY
Vertical axis range (percent)
-81.09 to 0.00
What you should see

Zero is a prior high; -10 means 10% below that book’s prior peak. Compare losses over the same recorded window; these marks do not measure every intraday extreme.

Wednesday helped the original model, but recent returns disappointed

Adding the article's Wednesday entries improved the QQQ test from 21.71% to 43.77%, after modeled fees, over January 3, 2022 to October 5, 2026. Holding QQQ returned 94.97%. The strategy's drawdown was only 10.44%, but a fresh January 2025 test returned 11.32% against QQQ's 48.27%. That was too much recent growth sacrificed for this outreach pilot.

The TQQQ implementation returned 232.64% in the broad test against 108.50% for holding TQQQ. Its recent return fell to 39.21%, with a 29.32% drawdown. Unleveraged QQQ returned more over those recent dates, 48.27%, with a smaller 24.17% drawdown. The striking broad number did not resolve that weakness.

The source is the May 26, 2024 article Turnaround Tuesdays on Steroids, published under the author name Quantitativo. This report uses that public byline; no personal identity is inferred. Both created portfolios are independent implementations, with a next-opening exit adaptation and finite historical signal data.

Inspecting the losing trade

The worst closed TQQQ episode entered February 25, 2025 at $40.165 and exited March 17 at $30.94. Its net trading loss was 23.12%, excluding dividends. The corresponding QQQ episode lost 7.82%. Leverage magnified a source-style entry that did not rebound promptly.

A diagnostic held the original TQQQ entry fixed and inspected earlier exits. A completed-close 5% loss trigger would have filled February 28 near $35.73, a net episode loss of 11.22%. That is an episode comparison, not a revised portfolio backtest: reentries, subsequent signals and compounding were not modeled in that calculation. The same diagnostic touched five originally winning episodes, so a stop cannot be assumed to improve the whole strategy.

Long cash intervals also missed recoveries. Between the May 9 and August 19, 2025 openings, TQQQ rose 55.13% while the original book was flat. Two 2026 flat intervals coincided with 38.24% and 21.09% asset-price rises. A tighter loss exit does not by itself fix the entry drought.

Published rules and the exit adaptation

Show the table · 6 rows, 2 columns
PartRule
Tuesday controlBuy at Tuesday's opening after the prior two completed exchange-session closes declined consecutively.
Published extensionAllow the same entry on Tuesday or Wednesday.
Source exitExit when the completed close exceeds the previous session's high.
Our exitFill at the following regular opening after that completed-close signal. This differs from the source's triggering-close fill.
Leveraged instrumentActual TQQQ prices and its own signals, not QQQ returns multiplied by three or synthetic pre-inception prices.
Capital and costs$10,000; fractional shares; full available cash subject to execution reserve; 0.1% per fill; cash dividends; no idle interest, extra slippage or taxes.

Source-published Wednesday inclusion was tested directly. No additional weekday search or tuned filter is presented as an improvement.

Matched broad and recent results

Show the table · 2 rows, 5 columns

Scroll sideways to compare all columns. Select a heading to sort.

Jan 3, 2022 to Oct 5, 202643.77% / 10.44%94.97% / 34.92%232.64% / 29.32%108.50% / 81.09%
Jan 2, 2025 to Oct 5, 202611.32% / 10.44%48.27% / 24.17%39.21% / 29.32%109.37% / 59.32%

Cumulative return / maximum observed drawdown. Native holding benchmarks reinvest dividends immediately without trading fees, unlike the strategy's cash-dividend convention.

The recent comparison that stopped the pilot

The recent comparison that stopped the pilot: cumulative historical returns119.9-54.22025-01-022026-10-05
QQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
11.32
TQQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
39.21
Holding QQQ 2026-10-05, 16:00:00 EDT
48.27
Holding TQQQ 2026-10-05, 16:00:00 EDT
109.37
QQQ Tuesday/WednesdayTQQQ Tuesday/WednesdayHolding QQQHolding TQQQHistorical simulationDates shown in New York time
The TQQQ trading book trails unleveraged QQQ on return and drawdown over this fresh-start window. Vertical axis: percent. Horizontal axis: recorded dates. The responsive curve preserves bucket extrema.
Step 1 of 2

Cumulative return (%)

Use the line buttons to compare the strategy with its recorded controls. Then switch to drawdown to inspect the losses behind the return.

First recorded mark
Jan 2, 2025 · 09:30:00 NY
Last recorded mark
Oct 5, 2026 · 16:00:00 NY
Vertical axis range (percent)
-54.23 to 119.93
What you should see

At the recorded endpoint: QQQ Tuesday/Wednesday 11.32%; TQQQ Tuesday/Wednesday 39.21%; Holding QQQ 48.27%; Holding TQQQ 109.37%. These are cumulative returns over this window, not annual rates.

The recent comparison that stopped the pilot: decline below each portfolio's prior high0-59.32025-01-022026-10-05
QQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
-0.99
TQQQ Tuesday/Wednesday 2026-10-05, 16:00:00 EDT
-2.3
Holding QQQ 2026-10-05, 16:00:00 EDT
0
Holding TQQQ 2026-10-05, 16:00:00 EDT
-4.8
QQQ Tuesday/WednesdayTQQQ Tuesday/WednesdayHolding QQQHolding TQQQHistorical simulationDates shown in New York time
Each line measures its own decline from its previous high. Zero means at a high; -10% means 10% below it. These are observed historical marks, not a guarantee of an intraday loss limit. Vertical axis: percent. Horizontal axis: recorded dates. The responsive curve preserves bucket extrema.
Step 2 of 2

Below the prior peak (%)

Choose the lines whose losses you want to compare. Hiding a line changes this view only; the recorded dates and chart scale stay fixed.

First recorded mark
Jan 2, 2025 · 09:30:00 NY
Last recorded mark
Oct 5, 2026 · 16:00:00 NY
Vertical axis range (percent)
-59.32 to 0.00
What you should see

Zero is a prior high; -10 means 10% below that book’s prior peak. Compare losses over the same recorded window; these marks do not measure every intraday extreme.

What was verified and what comes next

The QQQ broad sequence contained 128 filled orders and $1,576.83 in modeled fees. Its audit matched the complete expected signal sequence, canonical 9:30 Eastern opening prices and full exit quantities. The TQQQ broad book paid $2,587.22 in modeled fees. Public curves retain every archived mark and the separate native holding controls.

These are inspected historical development tests. The retained private portfolios are inactive and their signals have no verified continuing refresh.

Detailed measurement and provenance notes

Read the full accounting, source and execution assumptions

The original private research portfolios stay inactive, and their downloaded historical signals have no verified continuing refresh. These inspected historical tests are development evidence. A future change needs its own complete broad and recent replay before any claim of a repaired strategy or an ongoing paper pilot.

Continue exploring

Discussion

Sign in or create a free account to join the discussion.

No comments yet.

Aurora · AI research assistant

Try this in Aurora

Edit the request, then open it in Aurora. You choose when to send it.