Strategies

Backtest trackers for systematic strategies.

Each tracker below is a self-contained backtest of a rules-based investing strategy. Configure the inputs, hit run, and see how the strategy would have performed historically — alongside Monte Carlo projections, stress tests against real market crises, and benchmark comparisons. Educational only, not advice.

Leveraged rotation

TQQQ – BIL Strategy Tracker

Rules-based rotation between a 3× leveraged Nasdaq ETF and short-term US Treasuries. Sells TQQQ when it runs above a quarterly growth target; buys it when it falls behind. Originally inspired by Jason Kelly's 3% Signal approach.

TQQQ BIL QQQ SPY

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Coming soon

More strategies on the way

Additional backtest trackers will appear here as they're scaffolded. If you want to suggest a specific strategy, send a note via the contact form.

In the works

Experiments

An early test on very little data, kept separate on purpose. TQQQ.TO only began trading in 2025, so this backtest covers under a year — nowhere near enough to judge a leveraged strategy through a real market drawdown. It's here to watch the idea translate to Canadian-listed funds, not as evidence of anything. Illustrative only.

Canadian-listed leveraged rotation

TQQQ.TO – CASH.TO Strategy Tracker

The same rules-based leveraged rotation as the original tracker, but using Canadian-listed ETFs (TQQQ.TO + CASH.TO) to keep everything in CAD with no currency risk. Testing whether the strategy translates to the Canadian-listed pair. Backtest window starts June 2025 because TQQQ.TO is new.

TQQQ.TO CASH.TO XQQ.TO XIU.TO

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How these trackers work: the math runs in your browser using historical adjusted-close prices from Yahoo Finance. Nothing is sent to any server beyond the price lookup. Full methodology disclosed on each tracker page. Charts include start-date sensitivity, Monte Carlo, stress tests, and benchmark comparisons — every metric has plain-English tooltips for non-finance readers.