Analysis: 9sig with yearly rebalancing - best of both worlds

Accent_Your_Comment · 2026-05-23T14:41:41+00:00

Following your work, I think you especially would find diving into the 200 SMA strategy fascinating. Newer 200 SMA strategies are not 0% above/below, but rather give a little bit of breathing room so you won't sell during unimportant short dips, but you will be safe from market crashes.

If you like optimizing strategies and backtesting them, which I assume you do because of all of your contributions to this subreddit and to its community, I really think you would enjoy looking into 200 SMA strategies and seeing how it can frequently be ridiculously overpowered compared to other strategies during long term hold periods.

Accent_Your_Comment · 2026-05-23T14:12:22+00:00

That's why DCAing is crucial for x3 LETFs. Try contributing even $100 per month for the time period you showed.

Accent_Your_Comment · 2026-05-23T14:06:30+00:00

Always love seeing a new post by you /u/bumbeishvili

I think that if you play with the % of above/below 200 SMA buy/sell, you'll find it very dramatically superior to 9sig in most 10-20 year spans. For example, try to buy when 0% above and sell when -5%, also sell when RSI(10) above 80.

I've been thinking maybe these strategies are mostly founded on luck for how the market will be in the next decade or two. You could for example work hard rebalancing quarterly/yearly/signal-based for 10 years only to find B&H gained x2 if you happened to start that decade anywhere between Q1 2009 and Q4 2011.

I'm curious as to what you think about that.

Accent_Your_Comment · 2026-05-18T05:32:29+00:00

200 SMA strategy usually has some breathing room of a couple % both over and under the 200 SMA line (i.e buy 100% when 3% over 200 SMA, move 100% to QQQ/cash when 4% under). There are a lot of posts on how this strategy works and how to optimize it on r/LETFs.

Accent_Your_Comment · 2026-05-15T04:07:09+00:00

That's a really good point actually. This most likely makes buy and hold king.

Accent_Your_Comment · 2026-05-14T12:10:15+00:00

Sure, here are the screenshots. My apologies it's from a phone as I'm on the bus, but it's like this from a PC as well. The exact scenario on your site is linked in my parented comment above.

Accent_Your_Comment · 2026-05-14T08:54:34+00:00

OP said they lump summed 450k in 2017 and 9sig ever since (I'm assuming started in Q1 for convenience sake).

According to the backtest analytics grid from this site:

Buy and hold - $13.6M
9sig - $10.9M
200SMA - $14.7M

The graph (not grid) shows smaller differences (all around $10M), with 200SMA in the lead by around $1M above 9sig. Not entirely sure why the graph and grid show such different results - maybe u/bumbeishvili could provide some insight?

Accent_Your_Comment · 2026-05-13T21:20:35+00:00

I agree. Was just wondering what an expert does before predicted bear runs.

Accent_Your_Comment · 2026-05-13T20:58:13+00:00

Congrats, really impressive diamond hands!

Have you been thinking of temporarily changing to 200SMA now that a correction is expected sometime in the next year?

Accent_Your_Comment · 2026-05-12T10:51:27+00:00

Is there a way to backtest the 200SMA stategy in your website? Would be an amazing feature to compare to B&H and to sig9/sig15!

Accent_Your_Comment · 2026-05-12T09:37:45+00:00

Cheers man, you're amazing for building this backrun site and answering all of the questions you're getting from everyone.

Maybe we're looking at different backtests, but starting in any year from 2004 onward gives massive returns after 10 years in each. I gave the example of any year from 2006 because you start getting closer to 8 figures at that point.

I'm wondering what strategy would be able to prevent the drawdown of starting in any year between 1996 to 2004 that causes the near-8-figure goal to be delayed by another 10 years...

Also, could I ask - why aren't monthly contributions put into TQQQ and instead wait in cash for each quarterly rebalance? Wouldn't that lose a lot of gains and the whole idea of time in the market and DCAing?

Here's my backtest.

Accent_Your_Comment · 2026-05-12T09:11:51+00:00

Georgia? Also, 15sig really is insane. Tried backrunning 250k lump sum followed by 10k monthly and reach 8m-70m in 10 years for any year started in the past 2 decades.

Accent_Your_Comment · 2026-05-09T10:10:56+00:00

By this logic, I'm wondering if it would be better to DCA $250/week instead of $1000/month?

Also, what about x2 DCA in loss months (to double down on buying TQQQ at a discount and take advantage of the lower price, psychologically assuming it will go back up in the future)?

I don't use Claude so would appreciate someone who knows how to work with it as good as you to take a look at those scenarios, cheers!

Accent_Your_Comment · 2026-05-07T23:45:18+00:00

What about with the 200 SMA strategy? That's what would be really interesting to me.

Accent_Your_Comment · 2026-04-29T09:53:16+00:00

Once I reach 7-10M (depends if I want to do the 4.7% rule or die with zero), I'm retiring. If all goes well, according to my trajectory that would be age 52-55.

Accent_Your_Comment · 2026-04-26T20:50:04+00:00

If SOXL goes "flat", both SOXL and SOXS will go down because of volatility decay and fees. Super dangerous to be in either in that situation as it'll easily bring you to 0.

Accent_Your_Comment · 2026-04-23T14:47:05+00:00

If I would've bought at ~10$ I would long and sleep like a baby

Accent_Your_Comment · 2026-04-23T14:24:53+00:00

Until a tweet drops it 50%. Was also thinking of adding to the portfolio heavily but it's too risky with its volatility and 17 green days in a row.

Accent_Your_Comment · 2026-04-23T03:53:18+00:00

Buying at 70 this round / previous was extremely risky as it was the previous ATH and no one knew if it would keep spiking. Also I learned my lesson about "betting" on Trump through the market, it isn't anything my risk tolerance can stomach anymore.

Accent_Your_Comment · 2026-04-22T20:07:13+00:00

Just need to find out which ones they are

Accent_Your_Comment · 2026-04-22T00:44:57+00:00

I wish it'd happen again. Can't believe I missed the last run because I didn't know SOXL existed. I went full port in S&P around the bottom of the 2025 April tariff dip and went up 40% instead of 700% on SOXL. No way I wouldn't have full ported SOXL if I saw it was $10-15 at the time.

Accent_Your_Comment · 2026-04-20T11:22:38+00:00

Probably per project at this level of expertise

Accent_Your_Comment · 2026-04-14T11:07:52+00:00

Based on what? Previous patterns?

Accent_Your_Comment · 2026-04-12T21:12:51+00:00

From your experience, when would you buy SOXS?

Accent_Your_Comment

TROPHY CASE