ndxlab
Rules-based investing · tracked in public

A rules-only Nasdaq plan, tracked live.

75% QQQ, 25% T-bills, one mechanical rebalance on the first trading day of each month — no signals, no discretion, ever. Set your own budget, start date and mix below to model it. Data through , refreshed daily.

Design your plan

Budget, start & mix

$

The live heartbeat

This month’s action

The outcome

Total wealth

The plan Same budget → 100% QQQ NDX price · shape only

Every move, on the record

Monthly ledger

Decision dayActionTradeQQQCashTotal wealth

One row per decision day, newest first. The only trade is the monthly rebalance back to the target mix.

How the rules workone target mix, one monthly action, zero discretion

On the first decision day, 75% of the budget buys QQQ; the other 25% sits in cash earning the 3-month T-bill rate. On the first trading day of every month after that, the portfolio trades back to exactly 75/25 — selling QQQ after it rises, buying QQQ after it falls. That is the whole strategy.

The equity weight is the only parameter, and it is a drawdown-tolerance choice, not an optimization: return-per-drawdown is nearly flat across 70–85% equity, so pick the mix whose worst case you can actually hold (70/30 conservative · 75/25 the live plan · 80/20 aggressive).

Why this replaced the previous plan (2026-07): deploying the whole budget at once beat spreading it over 60 months in about 4 of 5 historical windows, and at matched average exposure a mechanical cash buffer protected the worst cases better than the signal-driven reserve it replaces — the signals fired at a real bottom exactly once in 27 years (2008-11 … 2009-04) and spent the reserve mid-crash in 2000–2002.

The honest caveatswhat this plan does not protect — read before copying it
  • Single-index concentration is the unhedged tail. The equity side is 100% Nasdaq-100. A Japan-1989-style multi-decade stagnation is not fixed by rebalancing, by schedules, or by signals — only by diversification, which this plan deliberately does not do. That is a conscious bet, stated here so it stays conscious.
  • The cash buffer is bounded insurance, not a floor. At 75/25 the typical 5-year max drawdown is about −27%, and the worst-5%-of-starts drawdown is about −68% (NDX history, 1999–2026). Rebalancing buys into crashes; it does not stop them.
  • The evidence is one historical path. Overlapping backtest windows on a 40-year sample in which the Nasdaq drifted up ~10%+ a year. “Deploy at once beats spreading” is conditional on that drift continuing.
  • Rebalancing sells winners. Taxes and trading frictions are not modeled; in a taxable account the monthly sell leg has a real cost.
  • Monthly granularity. Curves and drawdowns use one point per decision day; true intraday drawdowns run deeper.
  • Contract history. 2026-07: the original signal-driven plan (three signals, TQQQ sleeve, 20% + 60-month schedule) was retired after a lump-sum re-test and replaced by this constant mix. The old spec lives on in the repo’s research log and git history.
  • A backtest is not the future. This is public tracking of personal research — not investment advice.