Rules-based investing · tracked in public

A rules-only Nasdaq plan, tracked live.

One mechanical execution on the first trading day of each month — no discretion, ever. Set your own budget and start date below to model it. Data through , refreshed daily.

Design your plan

Budget & start

Total budget

First decision day

Or scrub the start —

The live heartbeat

This month’s signal

The outcome

Total wealth

The plan Same cash → QQQ NDX price · shape only

Every move, on the record

Monthly ledger

Decision day	Action	Contribution	Portfolio	Cash pool	Total wealth

One row per decision day, newest first. Contributions stop after the plan’s 61st month; the strategy keeps running.

How the rules work3 signals → 6 branches → 2 caps, all fixed in advance

Three signals, read on the first trading day of each month from data through the prior close (no lookahead): valuation cheap (CAPE below its 25th 30-year percentile) · deep drawdown (NDX >20% below its 2-year high) · panic (5-day VIX > 40).

Condition	Action
n ≥ 2 — deep bottom	Contribution + the full reserve buys the TQQQ sleeve
n = 1 — mild bottom	Contribution buys QQQ, plus ⅓ of the reserve
25-day crash > 12%	Sell half the sleeve into the reserve; buy QQQ
Expensive	Contribution goes to the reserve; no equity buy
Overheated ≥ 6 months	Trim the sleeve 1/12 into the reserve; buy QQQ
Otherwise	Normal DCA: buy QQQ + 1/6 of the reserve

Two hard caps: reserve ≤ 30% of the portfolio; TQQQ sleeve ≤ 40% (checked every 6 months). The undeployed budget sits in an off-portfolio cash pool earning the 3-month T-bill rate.

The honest caveatsthe edge rests on one crisis — read before copying this

The edge comes almost entirely from one crisis. The deep-bottom detector fired only from 2008-11 to 2009-04 across 2000–2026. Effectively n = 1.
Crisis-free windows slightly lose to QQQ. Same spec from 2000 / 2005 / 2010 / 2015 / 2020 ends at 1.04× / 3.30× / 1.00× / 0.92× / 0.99× same-cash-flow QQQ. Once contributions end, the drip drains the reserve — a late crisis can’t be caught. The plan’s crisis-alpha window is roughly 2026–2033.
The Calmar edge is threshold-sensitive. Loosening −20% to −18% catches April 2020 but rides TQQQ into the 2022 bear — Calmar falls from 0.68 to 0.58, below plain DCA QQQ’s 0.61.
Exit rules are weaker than entry rules. In a multi-year grind, n ≥ 1 locks out both sell branches, so the sleeve just rides it down — the 2000–2002 shape. A known, unresolved tension.
Monthly granularity. Curves and drawdowns use one point per decision day; true intraday drawdowns run deeper.
A backtest is not the future. This is public tracking of personal research — not investment advice. Leveraged-ETF drawdowns are real.