StockFetcher Forums · General Discussion · Tqqq<< >>Post Follow-up
shillllihs
5,963 posts
msg #159839
Ignore shillllihs
12/11/2022 1:29:04 AM

Just for content, what percentage loss or gain would you be at if TQQQ was around if you owned it right before the 2000 crash?
Who can run that, thanx.

dashover
224 posts
msg #159842
Ignore dashover
12/11/2022 3:41:04 PM

I have the weekly data of QQQ from that point / would that be close enough?

shillllihs
5,963 posts
msg #159844
Ignore shillllihs
12/12/2022 12:09:07 AM

Just wondering how it would translate to if Tqqq was around then.

fotchstecker
304 posts
msg #159845
Ignore fotchstecker
12/12/2022 3:59:18 PM

Its 3x leverage on close-to-close prices. So get the close of QQQ at the time, multiply keverage, and then calcuate a reasonable expense ratio (like 1%/(number of trading days). Then all you have to do is fix the tracking errors and return errors using some non and linear regression methods, respectively. Doing all this correctly will give you a reasonable correlation to qqq going back to 1999. Couldn't be simpler. Don't be so lazy.

styliten
277 posts
msg #159846
Ignore styliten
12/12/2022 6:21:24 PM

QQQ since 2000:

QQQ-2022-1222

shillllihs
5,963 posts
msg #159847
Ignore shillllihs
12/12/2022 7:28:43 PM

Well the reason I asked is because of leakage and acceleration, it doesn’t always adhere to a 3-1 ratio.

I know the market ate your ass & you’re pissy so that’s ok.

dashover
224 posts
msg #159850
Ignore dashover
12/12/2022 11:18:27 PM

We have every day's close right on Yahoo..

https://finance.yahoo.com/quote/QQQ/history?period1=921024000&period2=1670803200&interval=1d&filter=history&frequency=1d&includeAdjustedClose=true

On a spreadsheet you should be able to multiply the daily % change by 3 and take off an internal expense at the end and get close...

shillllihs
5,963 posts
msg #159852
Ignore shillllihs
12/13/2022 12:09:45 AM

The only reason I bring this up is because I read an article 2 yrs ago that said if you were in Tqqq in 2000 if it was around, you’d still be down. And I’ve noticed that at one point qqq was up 300% while tqqq was up 13 times thus not adhering to the 3 times ratio.

fotchstecker
304 posts
msg #159855
Ignore fotchstecker
12/13/2022 12:57:03 PM

"I know the market ate your ass & you’re pissy so that’s ok."

2022:

j 3.2
f 3.5
m -3.3
a 8.2
m 0.75
j 5.4
j 6.6
a 8.5
s 1.8
o -2.8
n 4
d 2.2
~38.05
sharpe 2.20
year's going ok, thanks for the concern

shillllihs
5,963 posts
msg #159856
Ignore shillllihs
12/13/2022 1:44:58 PM

So another potential hazard with TQQQ is that if the Nasdaq ever drops 33.4% in a day it would get completely wiped out. It’s never dropped that much but something to really consider.

StockFetcher Forums · General Discussion · Tqqq<< >>Post Follow-up

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