Subject: Re: New strategy
The only issue is the last ten years were a bull market.

Not commenting on the strategy, but the GTR1 can simulate TQQQ back to the birth of the Nasdaq using {!N1TL3} as a synthetic ticker. QLD would be {!N1TL2}.

That said, the NASDAQ itself was a different beast back in the day. It probably makes sense to start the backtest with the birth of QQQ (1999) or SPY (1991). That's far enough for you to see what happened in the 2000 and 2008 bears.

Baltassar