Leveraged ETF Strategy TesterA comprehensive backtesting tool for comparing three distinct leveraged ETF investment strategies with customizable parameters, visual indicators, and risk metrics.
Features:
Test three proven strategies side-by-side
Fully customizable parameters via settings
Visual buy signals color-coded by deployment tier
ATH tracking and drawdown bands
Monthly contribution support
Sharpe and Sortino ratios for risk assessment
Separate tables for statistics and strategy descriptions
Strategy 1: Stars (Lee Ekholm)
A rebalancing strategy that maintains a conservative 20% TQQQ / 80% SPY base allocation with an automatic risk-on mechanism during severe drawdowns.
How it works:
Annual rebalancing at 20/80 allocation
When TQQQ drops 40%+, shifts to 40% TQQQ at next rebalance
Skips rebalancing for 1 year after market bottoms
Resets to base allocation after TQQQ recovers to new ATH
Monthly contributions accumulate and deploy during rebalances
Best for: Long-term investors seeking systematic exposure increase during crashes
Strategy 2: BD Collins 80/20 DCA
A four-tier dollar-cost averaging strategy that deploys cash more aggressively as drawdowns deepen, automatically buying more during corrections.
How it works:
Accumulates monthly contributions as cash reserves
Deploys at quarterly intervals (customizable)
4 deployment tiers based on drawdown from ATH:
0-15%: Deploy 20% of cash
15-25%: Deploy 40% of cash
25-35%: Deploy 60% of cash
35%+: Deploy 80% of cash
Best for: Investors wanting automated "buy the dip" behavior with increasing aggression
Strategy 3: Henrique Centieiro's Strategy (1/3 Cash)
A simplified three-tier approach with clear escalating deployment levels based on drawdown severity.
How it works:
Baseline: 20% deployment near ATH
20% drop: 33% deployment (1/3)
40% drop: 67% deployment (2/3)
60% drop: 100% deployment (full cash)
Monthly contributions accumulate and deploy at chosen cadence
Best for: Investors preferring a simpler, more aggressive deployment schedule with clear trigger points
Color-Coded Buy Signals:
Strategy 1: Aqua (normal) | Orange (40% trigger active)
Strategy 2: Green (20%) | Yellow (40%) | Orange (60%) | Red (80%)
Strategy 3: Green (20-33%) | Orange (67%) | Red (100%)
Note: This indicator is for educational and backtesting purposes. Past performance does not guarantee future results. Leveraged ETFs carry significant risk and may not be suitable for all investors.
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