TQQQ / SQQQ X-Y Strategy Backtest (intraday)

This page backtests simple breakout strategies on TQQQ and SQQQ using intraday data (e.g., 10-minute bars or synthetic minutes).

Accepted CSV formats:

• Type A (Price-only minutes): Date,Time,Price – we treat Open = High = Low = Close = Price.
• Type B (intraday OHLC): Date,Time,Open,High,Low,Close.

You can select one or more files for each stock (TQQQ, SQQQ); all rows are merged into a single time series for that stock.

Parameters:

• Starting capital: $1,000 (for the whole period, per stock).
• Daily buy reference price: day's first-bar Open.
• Target buy price: (1 − x/100) × daily Open (x is % below open).
• Target sell price: Entry price × (1 + y/100).
• X values: 0, 0.5, 1, 1.5, 2 (as %).
• Y values: 0.5, 1, 1.5, 2, 2.5 (as %).

Scenarios:

• Scenario 1 (Intraday, flat at close): For each day, we start flat. If price during the day falls to the buy target (any bar Low ≤ buy price), we buy with full capital at the buy price. If after entry any bar's High reaches the sell target, we sell at the target. Otherwise, we sell at the last bar's Close that day. At most one trade per day.
• Scenario 2 (Multi-day): If not in position and any bar's Low ≤ buy price, we buy with full capital at the buy price and hold across days. We then sell on the first later bar (same day or future days) whose High reaches the sell target. Positions can span across years. At year-end we mark-to-market (capital + shares × last Close) for statistics, but do not force a sell for the strategy.

For a selected stock, scenario, x, and y, we show annual returns by calendar year with capital rolling over, and the number of trades (entries) per year. Below that, a heatmap summarises the overall annualized return over the full available period for all x/y combinations.