The best indicator for -3x Nasdaq (SQQQ)
We backtested 382 indicators across daily, weekly and hourly charts on real -3x Nasdaq (SQQQ) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where -3x Nasdaq (SQQQ) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Buy & hold won
No indicator we tested on -3x Nasdaq (SQQQ) held up over the full backtest and in the out-of-sample check. Honest answer: for this one, the edge is patience.
-3x Nasdaq (SQQQ) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for -3x Nasdaq (SQQQ) — beating buy-and-hold by 56.0% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Order-Flow Reversion | Daily | -2.7% | -0.03 | -64.8% | 55.6% | 54 | 50.2% |
| 2 | Volatility Regime (VIX-style) | Daily | -2.1% | -0.08 | -59.9% | 28.6% | 49 | 50.8% |
| 3 | Ulcer Index | Weekly | -5.9% | -0.19 | -63.9% | 12.5% | 8 | 46.7% |
| 4 | Bullish Marubozu | Weekly | -3.9% | -0.14 | -59.7% | 27.3% | 11 | 48.8% |
| 5 | SMA 200 Trend | Daily | -5.8% | -0.15 | -67.5% | 9.1% | 11 | 47.1% |
| 6 | Lorentzian Classification | Weekly | -1.2% | -0.13 | -29.1% | 25.0% | 20 | 51.5% |
| 7 | Bollinger Mean-Reversion | Daily | -5.9% | -0.15 | -71.2% | 49.3% | 67 | 47.0% |
| 8 | Fibonacci Bands | Daily | -5.9% | -0.15 | -71.2% | 49.3% | 67 | 47.0% |
| 9 | Piercing Line | Weekly | -3.3% | -0.18 | -55.0% | 30.8% | 13 | 49.4% |
| 10 | Schaff Trend Cycle | Daily | -3.6% | -0.16 | -61.4% | 50.0% | 128 | 49.3% |
| 11 | Hull MA 100 Trend | Weekly | -12.1% | -0.3 | -88.8% | 11.1% | 9 | 40.5% |
| 12 | Median MA | Weekly | -5.2% | -0.19 | -64.7% | 41.2% | 17 | 47.5% |
| 13 | KAMA 100 Trend | Weekly | -7.4% | -0.22 | -72.2% | 30.8% | 13 | 45.3% |
| 14 | McGinley 200 Trend | Weekly | -7.5% | -0.32 | -72.7% | 33.3% | 9 | 45.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on -3x Nasdaq (SQQQ) lost money across the out-of-sample window in 513 of 513 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
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