OPEN-SOURCE SCRIPT
Leveraged ETF Strategy Tester
A comprehensive backtesting tool for comparing three distinct leveraged ETF investment strategies with customizable parameters, visual indicators, and risk metrics.
Features:
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:
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:
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:
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.
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.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Hedge Fund Manager at Maverick Capital | Wealth Educator | 20+ yrs investing | Stocks, ETFs & Crypto alerts | Join Henrique Wealth Academy for trade alerts & indicators → skool.com/be-limitless/
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Hedge Fund Manager at Maverick Capital | Wealth Educator | 20+ yrs investing | Stocks, ETFs & Crypto alerts | Join Henrique Wealth Academy for trade alerts & indicators → skool.com/be-limitless/
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。