Stocks & Commodities V. 42:10 (24–29): Trading Leveraged QQQ ETFs Part 1: QLD by Massoud Metghalchi, PhD

Stocks & Commodities V. 42:10 (24–29): Trading Leveraged QQQ ETFs Part 1: QLD by Massoud Metghalchi, PhD
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Trading Leveraged QQQ ETFs Part 1: QLD by Massoud Metghalchi, PhD

You may be able to outperform the market with favorable reward-to-risk measures by including a leveraged QQQ ETF in your portfolio allocation with a timing factor. Here is a study with trading rules and results.

The study presented in this article demonstrates that a simple trend trading system applied to a portfolio consisting of a leveraged QQQ ETF and a treasury bond index ETF provided better risk-adjusted performance than the “market” (as represented by SPY, the SPDR S&P 500 ETF Trust) ...




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