TQQQ × 21 EMA Strategy — Backtest Report

Buy when price crosses above 21 EMA · Sell after 2 consecutive days below 21 EMA · $10,000 starting capital · Jan 2019 – Mar 2026

Entry Rule

Price crosses above the 21-day EMA → BUY at close

Exit Rule

Price stays below 21 EMA for 2 consecutive days → SELL at close of day 2

EMA Period

21 days · multiplier = 2/(21+1) ≈ 0.0909

Position Sizing

100% of portfolio at each entry · no leverage · no commissions

Strategy Value

—

Starting $10,000

Total Return

—

B&H TQQQ: —

Max Drawdown

—

Win Rate

—

— trades

% Time Invested

—

— / — days

TQQQ Price vs 21 EMA

TQQQ Price

21 EMA

Equity Curve

21 EMA Strategy

Buy & Hold TQQQ

Strategy Drawdown from Peak

Complete Trade Log

#	Action	Date	Price	21 EMA	Price vs EMA	Shares	Portfolio $	Trade P&L $	Trade Return	Days Held	DD at Exit

Drawdown Periods (Top 15 by Severity)

#	Peak Date	Peak $	Trough Date	Trough $	Drawdown %	Dollar Loss	Recovery Date	Days to Trough	Days to Recover