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Plain-English explainers, deep dives, and backtest results on the SMA200 and adjacent trend-following topics. Everything written by a builder, not a guru.
The Hidden Cost Every Leveraged-ETF Backtest Ignores
Most synthetic LETF backtests overstate returns by ~60% over 10 years. The bug is one missing term in the daily-return formula. This piece shows the calibration proof against real TQQQ, the corrected long-window numbers, and what the SMA200 trend filter actually does once leveraged ETFs are modeled honestly.
Read article →Why One Indicator Isn't Enough (and Why Three Tuned Indicators Aren't Better)
The SMA200 gives you a binary read on long-term trend. Useful, but incomplete. Most traders try to fix this by stacking RSI, MACD, and Bollinger bands until the chart is unreadable. There's a better way, and a walk-forward test reveals why most "tuned" confluence strategies are statistical noise dressed up as edge.
Read article →Does the 200-day Moving Average Actually Beat Buy-and-Hold?
A look at 16 years of data on QQQ, TQQQ, SOXL, UPRO comparing the simplest trend-filter rule against passive buy-and-hold. The answer is more interesting than either side wants to admit.
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