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

Start month —

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.