Demo · All algos, performance figures and trades are simulated to illustrate Lantern by Fintrens. Nothing here is investment advice.
FintrensLantern Demo
by Meridian Systematic ✓

QQQ Trend Switch

Holds QQQ while the Nasdaq-100 trend is up and switches to TLT Treasuries or cash when it turns down.

US stocksDirectionalTrend FollowingNASDAQ · QQQ and TLT ETFsUS ETFSwing (1–4 weeks)Moderate risk◻ White box
1Y return
+13.5%
CAGR
+12.4%
Max drawdown
-8.4%
Sharpe
0.45
Win rate
44.0%
Subscribers
145180 slots left

Overview

Backtested Oct 23 – Sep 26 on the maximum allocation of ₹8,00,000 (about $9,467), against the S&P 500.

1M+7.47%
3M+5.83%
6M+5.69%
1Y+13.47%
Max+42.11%
QQQ Trend Switch equity curve vs benchmark85100116131147StartMar 24Sep 24Mar 25Sep 25Mar 26Sep 26QQQ Trend SwitchS&P 500 (benchmark)
  • QQQ Trend Switch
  • S&P 500 (benchmark)

Characteristics

Market
US stocks
Brokers
Alpaca or Interactive Brokers
Trading hours
09:30–16:00 ET, Monday to Friday
Operates on
NASDAQ
Built on
QQQ and TLT ETFs
Segment
US ETF
Holding period
Swing (1–4 weeks)
Favourable in
Long trends in US technology stocks
Logic
White box

Performance

Returns on the maximum allocation, by period and by month.

Returns by period

PeriodProfitReturn
1 month₹59,760+7.47%
3 months₹46,651+5.83%
6 months₹45,504+5.69%
1 year₹1,07,773+13.47%
3 years₹3,36,891+42.11%
All time₹3,36,891+42.11%

Return profile

Cumulative return
+42.11%
CAGR
+12.43%
Avg. up month
+3.29%
Avg. down month
-2.90%

Monthly returns

-8%9%Oct 23: -2.97%Nov 23: 0.48%Dec 23: 0.91%Jan 24: 0.43%Feb 24: 1.1%Mar 24: 0.97%Apr 24: 5.5%May 24: -2.59%Jun 24: 1.25%Jul 24: 2.44%Aug 24: 1.91%Sep 24: -3.27%Oct 24: 2.24%Nov 24: -0.5%Dec 24: -1.69%Jan 25: 3.86%Feb 25: 2.22%Mar 25: 2.79%Apr 25: -2.79%May 25: 3.56%Jun 25: -1.67%Jul 25: -1.6%Aug 25: 8.95%Sep 25: 2.03%Oct 25: 0.5%Nov 25: -7.13%Dec 25: 6.07%Jan 26: 7.54%Feb 26: -0.84%Mar 26: 1.7%Apr 26: -0.28%May 26: -4.14%Jun 26: 4.47%Jul 26: -8.25%Aug 26: 7.33%Sep 26: 7.47%Oct 23Apr 24Oct 24Apr 25Oct 25Apr 26

Monthly returns distribution

  • -8.25% to -2.79%6 months
  • -2.59% to -0.5%6 months
  • -0.28% to 0.97%6 months
  • 1.1% to 2.22%6 months
  • 2.24% to 4.47%6 months
  • 5.5% to 8.95%6 months

Drawdowns

How deep and how long the strategy fell from its peaks, and how fast it recovered.

Max drawdown-8.37%Jul 26
Avg. drawdown-2.44%across all months under water
Longest drawdown180 daysMar 26 – Sep 26

Underwater plot

QQQ Trend Switch underwater plot-9%-6%-4%-2%0%StartMar 24Sep 24Mar 25Sep 25Mar 26Sep 26Drawdown from peak

Worst 5 drawdowns

#DepthPeakTroughRecoveredLengthRecovery
1-8.37%Mar 26Jul 26Sep 26180 days60 days
2-7.13%Oct 25Nov 25Jan 2690 days60 days
3-3.27%Aug 24Sep 24Jan 25150 days120 days
4-3.24%May 25Jul 25Aug 2590 days30 days
5-2.97%StartOct 23Mar 24180 days150 days

Trade metrics

Trading behaviour, risk, consistency and efficiency in one place.

Trades

Frequency
0.6 trades/week
Success ratio
44.00%
Avg. profit per trade
+8.50%
Avg. loss per trade
-2.90%
Risk : reward
2.93
Stop-loss per trade
5.00%

Risk

Risk level
Moderate
Avg. drawdown
-2.44%
Max drawdown
-8.37%
Avg. time to recovery
84 days
Max time to recovery
150 days
Annualised volatility
13.60%

Consistency

Win days
50.50%
Win months
63.89%
Win quarters
66.67%
Max consecutive wins
5 trades
Max consecutive losses
6 trades
Max consecutive winning months
6

Efficiency

Sharpe
0.45
Sortino
0.71
Calmar
1.48
Alpha
0.02
Beta to S&P 500
0.65

Past trades

Daily profit and loss for any month since Oct 23. Pick a month, then a day to see its trades.

₹2,53,825 (+31.73%)

Month to date (16 Oct 2026) on the maximum allocation of ₹8,00,000. Select a day to see its trades.

Mon
Tue
Wed
Thu
Fri
2
5
7
9
12
13
14
19
20
21
22
23
26
27
28
29
30
Trading days
5
Winning days
4
Best day
+₹1,00,900
Worst day
−₹32,025
Trades on

Fri 16 Oct 2026

+₹50,500
Trade 1+₹50,500
SideInstrumentQty × entryExitBuyQQQ15 × $540.00$579.84
opened 14 Oct → 13:55 ET · Target hit · SL 5%

About QQQ Trend Switch

QQQ Trend Switch is a two-ETF trend model. It holds QQQ (Nasdaq-100) while the index is above its 100-day average and its 4-week momentum is positive, and rotates into TLT (long Treasuries) or cash otherwise. It trades rarely and aims to sit out the deepest technology sell-offs.

How it works

  1. Checks QQQ against its 100-day moving average and 4-week momentum after each close.
  2. Holds QQQ when both are positive.
  3. Switches to TLT when QQQ turns down and TLT’s own trend is up; otherwise holds cash.
  4. Exits any position that falls 5% from entry and waits for the next signal.

White-box strategy: the provider discloses the rules above so you can judge the logic as well as the track record.

Risk notes

Whipsaws in sideways markets cause strings of small losses. Two ETFs means little diversification, and returns in rupees also move with the dollar.

Combine with other algos

Correlation of monthly returns between QQQ Trend Switch and other algos. Low or negative correlation means they tend not to draw down at the same time, which steadies a portfolio.

AlgoCorrelation1YMax DDCombined max DD (50/50)
Convex Credit Spread Overnight0.07+27.4%-43.1%-23.1%Combine
Delta-Rotation Credit Spread Expiry0.12+27.0%-14.3%-6.8%Combine
Momentum Pulse Equity-0.28+13.1%-16.7%-6.0%Combine
Mean Reversion NIFTY Intraday-0.08+50.9%-7.8%-4.8%Combine
Calm Harbour Iron Condor Weekly0.14+9.1%-4.4%-4.8%Combine
Trend Rider BANKNIFTY Futures0.00+14.2%-27.5%-13.9%Combine
Dividend Rotator Equity-0.08+2.5%-11.3%-6.2%Combine
Volatility Harvest Straddle0.15+51.5%-17.3%-7.0%Combine
Gold Carry MCX-0.09+23.3%-7.9%-4.7%Combine
US Large-Cap Momentum0.40+19.7%-11.3%-7.0%Combine
SPX Weekly Put Spread0.49+22.2%-8.8%-7.7%Combine
Bitcoin Trend 4H-0.01+54.9%-26.4%-15.2%Combine
ETH–BTC Rotation-0.06+51.5%-27.8%-13.5%Combine
Open combine tool

Frequently asked questions

Why only two ETFs?

Simplicity and low costs: it tries to capture most of the Nasdaq-100’s trends while stepping aside in its worst falls.

How do I subscribe to QQQ Trend Switch?

Choose a plan on the pricing page, link your broker account, set your allocation (minimum ₹1,50,000) and the algo starts placing orders from the next session. You pay ₹599 per month plus 15% of net monthly profit above the high-water mark.

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Delta-Rotation Credit Spread Expiry

Rotates short credit spreads across deltas on NIFTY expiry day, squaring off before close to avoid overnight exposure.

Min capital
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1Y return
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Risk
High
Important disclosure. Past performance, including back-tested returns, does not guarantee future results. Algorithmic trading strategies are exposed to market risk and can undergo periods of drawdown. Returns are subject to slippage, which depends on market conditions, the traded instrument and its liquidity. In accordance with exchange regulations, algorithmic strategies place LIMIT orders only, so execution is not guaranteed. Trades on the same instrument across multiple algos or manual orders may conflict. Performance figures and risk disclosures of listed algos are independently verified before listing. This demo uses simulated data.
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