TQQQ 2022 — 5 Scenarios Grid Search

Embedded data: 252 trading days • Avg (High/Open − 1) ≈ 3.46% • JS-only calculations

Global settings

Each scenario runs a grid over X and Y. We show a short results table: X, Y, Final equity, Total return, # Trades, sorted by Total return.
No fees • No slippage • No taxes
Common definitions:
  • gapDownPct = 100 × (prevClose − Open) / prevClose
  • Target from Open = Open × (1 + X%)
  • If stop & target are both touched on the same day (Scenarios 3 & 5), we assume Stop first (conservative).

Top 10 results across ALL scenarios

Shows the 10 best (Scenario, X, Y) combinations by Total return across all scenarios and all X/Y combos.
Top 10 by return

Scenario 1 — Fixed target from entry

Buy if gapDownPct > Y. Set a fixed take-profit: entryOpen × (1 + X%). Hold until High ≥ fixedTarget.
X=target%, Y=buy%
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Trades

Scenario 2 — Rolling daily target

Buy if gapDownPct > Y. Each day set a rolling target: Open × (1 + X%). If High ≥ target sell at target; otherwise keep holding.
X=target%, Y=buy%
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Trades

Scenario 3 — Trend filter + stop + cooldown

Buy if gapDownPct > Y AND prevClose > SMA20, and not in cooldown. Exit at rolling target (Open × (1 + X%)) OR stop-loss at -10% from entry. Cooldown: 5 days after stop.
X=target%, Y=buy%
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Trades

Scenario 4 — Intraday only (no overnight)

If gapDownPct > Y, buy at Open. If High ≥ Open × (1+X%), sell at target; else sell at Close the same day.
X=target%, Y=buy%
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Trades

Scenario 5 — Panic gap + strength confirmation (next-day entry)

Signal day: gapDownPct > Y AND Close > Open. Then buy at the next day’s Open. Exit at rolling target (Open × (1 + X%)) OR stop-loss at -10%. Cooldown: 3 days after stop.
X=target%, Y=buy%
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Trades