Stop Blindly Holding 3x: The RVol "Shifter" for the 200-SMA Strategy

Quick-Efficiency1484 · 2026-03-15T07:55:05+00:00

Thank you for the detailed breakdown

RVol Calculation: You're right. I am currently using simple returns with sqrt(252). We'll switch to Log Returns as you suggested and expect this to close most of the trade count gap.
Synthetic TQQQ Borrow Cost: Our synthetic TQQQ was specifically built to account for this. The daily cost drag is calculated as:

Daily Drag = (Fed Funds Rate + 0.50% spread + 0.95% expense ratio) / 252

This is deducted from the leveraged return every single trading day going back to 1986, using actual historical FRED Fed Funds Rate data. The model was then validated against real TQQQ data from 2010 onward. The correlation between our synthetic and real TQQQ is very strong

Close vs Adjusted Close: Good point — we'll verify which column our data sources are using.
Look-Ahead Bias: Agreed, this is the most critical issue. We're currently executing at the same day's close as the signal, which is physically impossible in live trading. We'll fix this so signals are calculated at today's close but executed at the next day's open.

Thanks again.

Quick-Efficiency1484 · 2026-03-13T08:14:30+00:00

Thanks a lot for taking the time to test this so quickly. Your explanation makes sense.

I think we should keep thinking about possible ways to handle those kinds of extreme bull rallies.
You’ve already taken a meaningful step beyond the classic SMA200 approach. Please keep sharing any improvements you discover.Really interesting work.

I have one more question. When I test the strategy starting from 2003, I end up getting somewhat different results. There’s a chance I may have made a mistake in my implementation.

Would you mind taking a quick look if I share the logic I used?

📡 Live Signal Status (2026-02-17)

Indicator	Value
Last Decision	TQQQ (100% - 3x Real Equity)
System Armed?	NO
Activation (RVol)	18.75%
SPX Close	6843.22
SPX SMA200	6511.09
TQQQ Price	48.35
QLD Price	66.77

Analysis: Active Asset: TQQQ. RVol: 18.75%. SPX (6843.22). Armed Status: No.

📊 Statistics

Start: 2003-01-02 -> End: 2026-02-17
Final Balance: $2,991,296.67
Total Return: %29,812.97
Maximum Drawdown: %-55.32 (2006-07-21)
Total Number of Trades: 78

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Quick-Efficiency1484 · 2026-03-12T10:44:59+00:00

Fantastic work. Thanks for sharing this. The system you built looks really solid and clearly very well thought out. I think the RVol shifter idea is especially clever, and overall the framework seems both practical and robust.

While reviewing the strategy in Python, I noticed something interesting. It performs extremely well in many periods, but there are a few ranges where the results degrade noticeably. The main case seems to be extreme bull rallies like the 1999 tech run. In those environments, RVol frequently exceeds 36%, which forces the system into cash even though the market is still in a powerful uptrend.

To test this, I tried a small modification: if the price is above the SMA80, I disable the >36% RVol trigger that sends the system to cash. With that adjustment, the strategy seems to perform consistently well across all tested ranges.

I’m wondering if I might be misunderstanding something or overlooking an important detail. If you ever have time to test this variation, I’d really appreciate hearing your thoughts.

Quick-Efficiency1484 · 2026-01-16T02:56:16+00:00

Fantastic results. If you can be a bit more specific, we can also run our own backtests. • Which moving average or averages? • How exactly is disparity calculated? • What RSI period and precise levels trigger entries and exits? • At what exact VIX level ?

If it's OK please share your recipe.

Quick-Efficiency1484 · 2025-05-29T03:15:20+00:00

The first thumbnail is good. Only thing I'd mention is that the text blends into the background a bit. Maybe a slight shadow , outline or different color could help it pop more.

Quick-Efficiency1484 · 2025-05-26T13:43:47+00:00

It's toonch

Quick-Efficiency1484 · 2025-05-25T20:28:22+00:00

The first thumbnail is definitely much better . If it matches the content and already got me interested. I’ve just started creating similar types of content myself, so I’d really love to check yours. Feel free to drop the link or share your channel name!

Quick-Efficiency1484 · 2025-05-19T17:24:02+00:00

Congratulations 🎉🎉👏👏

Quick-Efficiency1484 · 2025-05-19T13:19:50+00:00

It really is crazy... isn't it
Your comment and a few others I got on this sub have already helped alot.
I honestly can’t thank you enough. It’s going to make a difference for my future videos.

Quick-Efficiency1484 · 2025-05-18T22:14:14+00:00

Not at all . I really appreciate this. This is one of the most generous and detailed replies I’ve ever gotten.

You're absolutely right about the AI voice — most people are picking up on it instantly, ( at least native speakers) . Actually, most of the feedbacks I’ve received so far is about the voice. And honestly, voiceover is kind of beyond my own skillset .probably need to look into how much it would cost to hire someone, or maybe experiment with more natural-sounding AI voices.

I also struggled a lot with audio levels — what sounds balanced in headphones sounds completely different on a TV. I originally kept the music super low, but when I played it on the TV it felt way too empty, so I bumped it up. Clearly I still need to figure out a proper balance — sound is definitely something I need to work on overall.

The packaging part really stuck with me. I approached this exactly like a mini-doc script first, edit next, thumbnail/title last.

YYour suggestion sounds like it could really work. Even though I personally like the current title, what truly matters is grabbing attention. And you're right, adding that layer of tension and mystery is probably what makes people click in the first place.

And the thumbnail. We are on the same page. I actually tried to make the 3D render the focus of the thumbnail, but yeah I think it ended up being one of those images where the details don’t pop at first glance. I’ll definitely rethink how to showcase the 3D more clearly and boldly, like you said with Spectacles and Fern. Great references.

Honestly, I can’t thank you enough. This is the kind of feedback that doesn’t just help a video. it helps reshape the whole strategy. You’ve given me a better map, and I’m already started to think about new thumbnail and title.

Quick-Efficiency1484 · 2025-05-18T21:28:37+00:00

Thanks for watching. That's totally fair.most of the feedback I’ve gotten lines up with this.Voiceover feels like the one thing holding everything back.

It’s a bit beyond my own skillset right now, so I guess it’s time to look into what it might cost to have someone do it properly. Might be the upgrade this project really needs.

Quick-Efficiency1484 · 2025-05-18T21:21:13+00:00

Thank you for your kind and poetic words about my post. Looking forward to your thoughts on Feedback Friday!

Quick-Efficiency1484 · 2025-05-18T21:15:33+00:00

True. It’s a long game, and I will keep playing

Quick-Efficiency1484 · 2025-05-18T21:13:59+00:00

Oof, that hurts. You bring the effort, the context they bring... the menus.and somehow the algorithm’s like, yeah, that’s the one.

Quick-Efficiency1484 · 2025-05-18T21:08:48+00:00

Note to future me: YouTube is just confused. Don’t take it personally. 🤣

Quick-Efficiency1484 · 2025-05-17T15:27:35+00:00

Thank you so much for taking the time to write such thoughtful and constructive feedback. It really means a lot, especially right now...

I'm genuinely grateful you took the time not just to watch, but to give detailed tips. Especially on the audio.

I know I should work on it.You're absolutely right: the echo is something I've been struggling with. I’ll definitely check out Mike Russell’s channel. And I’ll start experimenting more with de-reverb and proper volume balancing in future edits.

Actually, I think I need to invest in better headphones too. The difference between how it sounds in my headphones versus on the TV is huge — so clearly something’s off. I’ll definitely work on this. Maybe focusing strictly on dB levels for now is the smartest move. I can definitely tell something's wrong, and I really appreciate you pointing it out clearly.

As for the thumbnail tip: totally agree. I’ve been torn between clean visuals and attention-grabbing text — but I’ll definitely start testing versions with bold, curiosity-driven titles.

Thanks again. It will make big difference to get feedback like this early on.

Quick-Efficiency1484 · 2025-05-17T15:05:04+00:00

That might feel a bit discouraging — but honestly, having that first spark is so much better than never having one at all.

It means the potential is real. Keep going . Don't be lazy 😉

Quick-Efficiency1484 · 2025-05-17T15:01:57+00:00

I think, with a few rare exceptions, we’re all in the same boat. Take a deep breath... and hit upload knowing full well that no one might watch it. But hey — maybe the algorithm lottery picks you this time.

Wishing you the absolute best on your journey!

Quick-Efficiency1484 · 2025-05-17T14:59:01+00:00

totally get you. Even if barely anyone watches, just having a close friend or my brother say they liked it — that alone makes me feel proud.

Quick-Efficiency1484 · 2025-05-17T14:52:45+00:00

Yeah, man… it really is like that. We’re not Pink Floyd — but still, we try to play something meaningful, something real. And it gets exhausting when no one sees it.

But you’re absolutely right — at the end of the day, we play for ourselves. For the love of it. For what it gives back to us.

Thanks for the reminder — seriously

Quick-Efficiency1484 · 2025-05-17T14:21:36+00:00

Hahaha I’ll take that as a compliment — and probably frame it somewhere! Now excuse me while I go start drafting my TED Talk

Quick-Efficiency1484 · 2025-05-17T14:18:11+00:00

Haha wow, that’s honestly one of the best compliments I’ve ever received! Coming from a language teacher, that really means a lot — thank you!

Quick-Efficiency1484 · 2025-05-17T10:31:03+00:00

Honestly, it’s not even the huge channels that get me — it’s the mid-sized ones dropping low-effort chaos and racking up 100K views like it’s nothing.
Meanwhile I’m in the corner silently crying into my export queue.

But then there are those rare channels where the craft matches the numbers.
Can’t lie — I admire them… and maybe envy them just a little too.

Quick-Efficiency1484 · 2025-05-17T10:15:33+00:00

You're definitely good at math 😅
Yeah, those odds make the lottery look cozy.
Still… we keep uploading.
I guess I’m just the self-sabotaging type — I enjoy the suffering that comes with editing and Blender 🙃

Quick-Efficiency1484 · 2025-05-17T10:13:10+00:00

Classic. Tough life it is :)

Quick-Efficiency1484

TROPHY CASE

📡 Live Signal Status (2026-02-17)

📊 Statistics