TQQQ

Discussion in 'ETFs' started by lifelonglearner, Jan 8, 2025.

  1. Sekiyo

    Sekiyo

    I am posting that here but on a long term, and risk adjusted, basis it’s really tough for a stock to beat the SPY. If some do then it’s on a really thin margin (1 or 2 bp per day / risk) which isn’t worth the picking risk.

    Just a reminder … If the plan is to buy and hold then the SPY on margin (maybe) is the best choice.
     
    #11     Jan 8, 2025
    lifelonglearner, ironchef and nitrene like this.
  2. Guys, my questions are the following. How long is long term? In other words, can I hold it a year without any decay? It had no problem going from 20 to 80 in a few years. It clearly didn’t have any decay.

    If QQQ goes from 500 to 1000 in a few years, how much would TQQQ rise?
     
    #12     Jan 8, 2025
  3. nitrene

    nitrene

    TQQQ is a daily 3X leverage so it resets everyday. It depends on the path of 500 to 1000. If it goes straight up with minimal drawdowns say no drawdown >10% it will do well.

    A good test is comparing UDOW, SPXL & TQQQ since DIA is the least volatile it probably tracks leverage the best. Here are results over the last 3 years so from the top of the last cycle to the current top:

    DIAvsUDOW.JPG SPYvsSPXL.JPG QQQvsTQQQ.JPG

    All three leveraged ETFs underperformed the actual ETF. TQQQ underperformed by 66%, 36% vs. 12%. So the 2022 drawdown basically eroded all the gains you would have had if it was a straight line.

    The best strategy is to only be in these leveraged ETFs when the directionality is in your favor. If you bought TQQQ in the beginning of 2023 and kept it today you would have achieved something close to the 3X leverage. Actually QQQ vs TQQQ 83% vs 301%. The TQQQ return was only up by a factor of 2.2X vs the 3X so even here you have a 27% underperformance.

    I remember reading a Journal of Finance article about how the optimal leverage to use with these leveraged ETFs was around 2X and not the 3X. The 3X ones suffered from too much decay.

    Here is the 5yr QQQ vs TQQQ vs QLD (2x QQQ):

    QQQvsTQQQvsQLD_5yr.JPG
     
    #13     Jan 8, 2025
    ironchef, Sekiyo and lifelonglearner like this.
  4. mervyn

    mervyn

  5. Wow! The kind of answer I was looking for. Thank you so much.
     
    #15     Jan 8, 2025
  6. ironchef

    ironchef

    And we gamblers only talk up our wins, seldom talk about our losses.

    For every NVDA, I lost everything on 10 other biotech, tech, new IPO stocks... In the end it all balanced out to something modest instead of outsize.
     
    #16     Jan 9, 2025
    beginner66 and SimpleMeLike like this.
  7. ironchef

    ironchef

    Great post, sir. I really appreciate it. :thumbsup:

    I learn a lot from you and your posts.

    And to OP, thank you for this thread. I learned something useful.
     
    #17     Jan 9, 2025
  8. ironchef

    ironchef

    Question: How do they construct the 3X daily leverage and why reset everyday?

    Thank you.
     
    #18     Jan 9, 2025
  9. kbs

    kbs

    Tastytrade has some old videos about the crude oil trackers USO and USL short-/long-term.

    And how they perform in backwardation and contango. Drag /roll of futures.

    Not an exatly awnser. But somehow related
     
    #19     Jan 9, 2025
  10. Good Morning ironchef,

    Exactly!!!! Stick to day trading aggressively. Forget about buying and holding stocks for long term. That is newbie talk.
     
    #20     Jan 9, 2025