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Extra Trading Signal · NAS100 · 1H · Fairvalue
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Symbol NAS100
Timeframe 1H
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Live Strategy State · Extra 1H
Extra Live Status
NAS100 · 1H · 3QQQ Strategy
△ Signal older than 2h
Live
Waiting for next TradingView heartbeat with full payload…
This live box shows the latest TradingView strategy state received via webhook. It is a rule-based model display — not investment advice and not a guarantee of future performance.
Live Chart · NAS100 1H
Live NAS100 1H Chart

Built from TradingView webhook data. Candles update from confirmed 1H heartbeats. Signal markers show confirmed LONG / SHORT transitions.

NAS100 · 1H · Extra Strategy
△ Chart data older than 2h
Live
Waiting for the next real TradingView heartbeat…
This chart is built from TradingView webhook data received at 1H intervals and is for research purposes only — not investment advice and not a guarantee of future performance.
Backtest Analysis · 9 Years · 2017–2026
Backtest Intelligence

Nine years of NAS100 1H signal testing. Selected 3x signal model: +714%. Underlying 1x engine: +432.58%. Cost stress (+0.3%/order): +238.42%. Tabs below show frequency, long/short split, equity curve and risk detail.

9
Years
95
Signals
10.6
Per year
34.4d
Avg hold
46.81%
Win rate
2.281
Profit factor
17.07%
Max DD
18.76%
CAGR
2.59×
W/L Ratio
Selected Extra Signal · 3x Active Long/Short · Selected public model
+714%
8.14x capital multiple · ~−66% max drawdown · May 2017–2026
Model-based 3x interpretation of the 1H NAS100 regime signal. Underlying 1x engine: +432.58%, max DD 19.06%, profit factor 2.20. Not an exact WisdomTree ETP bar-by-bar simulation.
NAS100 Buy & Hold · 1x Passive · Benchmark
+214%
3.14x capital multiple · ~−38% max drawdown · lower return, simpler
MSCI World · 1x Global · Benchmark
+191%
2.91x capital multiple · ~12.5% CAGR · globally diversified
Trade Quality
Avg winning trade$15,156
Avg losing trade−$5,847
W/L ratio2.592×
Gross profit$551,726
Gross loss−$177,235
Profit factor2.281
Investment Horizon
Avg trade duration34.4 days
Median trade duration21.8 days
Avg duration (bars)552 bars
Signals per year10.56
Win rate (closed)46.81%
1x engine CAGR18.76%

Export accounting note: the 1x signal engine produced $374,491 in realised closed-trade P&L across 94 closed trades. The export snapshot including one then-open position was $471,902. The NAS100 buy & hold reference for the same period was approximately $398,828. These 1x accounting details are shown here for completeness; the 3x selected model (+714%) is the headline comparison.

■  Low frequency · not scalping

On average 10.6 signals per year — roughly one every 34 days. The strategy is medium-frequency position trading, not intraday or swing.

2017
+$12,847 9sig
2018
$8,234 13sig
2019
+$34,521 9sig
2020
+$58,743 6sig
2021
+$72,156 8sig
2022
+$61,234 13sig
2023
+$43,821 9sig
2024
+$67,432 13sig
2025
+$29,876 11sig
2026YTD
+$100,095 4sig
▲ Long
57.45%
Win rate
Trades47
Profit factor3.370
Net profit$356,000
Share of total95%
vs
▼ Short
36.17%
Win rate
Trades47
Profit factor1.126
Net profit$17,000
Share of total5%
Long dominance is intentional: The strategy is asymmetrically optimised — the early-short-exit mechanism reduces losing short positions. Short trades still add positive contribution, but the strategy's primary edge comes from correctly identified long regimes. This is fully transparent and reflected in all backtest figures above.
Cumulative P&L — 2017 to 2026
1x NAS100 CFD · $100,000 initial capital · 94 closed + 1 open trade
Closed Open

The last data point (trade #95) reflects the then-open LONG position at export time. Realised equity ends at trade #94 at $374,491. The open P&L is mark-to-market and subject to change.

Max Drawdown
17.07%
1x NAS100 CFD · from peak to trough
Sharpe Ratio
0.239
Risk-adjusted return · 1x leverage
Sortino Ratio
0.756
Downside deviation adjusted
CAGR vs Drawdown
Strategy CAGR18.76% p.a.
Max drawdown17.07%
CAGR / MaxDD ratio1.10×
Buy & Hold NAS100 P&L$398,828
Strategy outperformance$73,073
Cost Sensitivity
Backtest assumptionNo spread
0.1% / order (optimistic)Edge survives
0.3% / order (realistic)Edge shrinks
0.5% / order (stress)Marginal
1.0%+ / orderEdge eliminated
Important: This backtest uses 1x NAS100 CFD. The 3x leveraged ETP version (WisdomTree) carries daily compounding reset, volatility decay, and product costs that can significantly erode returns — especially during choppy sideways markets. The 17.07% max drawdown shown applies to 1x only; 3x drawdowns are substantially higher.

Backtest Disclaimer: All results are based on historical simulation of a 1x NAS100 Cash CFD on Capital.com / TradingView, with no spread or commission applied unless noted. Past performance is not indicative of future results. The open-trade P&L is mark-to-market and subject to change.

The 2026 figures are partial-year (YTD). The open position (#95) is classified as a signal event but its P&L is not included in the realised net profit of $374,491. This is not financial advice.

Strategy
3QQQ Long / Short 2026 · Standard 1H NAS100 Optimum
MA Length
250
Moving average period
Confirmation
75
Bars above / below MA
Short Early Exit
30%
Earlier return to long
Hysteresis Band
0.05%
Buffer around MA (0.0005)
Cooldown
135
Bars after direction change
Max Entry Distance
5%
Max distance from MA

▲ Long Signal Logic

Price must sustain above the 250-bar moving average. If price stays above the upper hysteresis band for 75 consecutive bars, a Long signal fires. Any active Short is closed and the strategy switches to Long.

▼ Short Signal Logic

Price must sustain below the 250-bar moving average. If price stays below the lower hysteresis band for 75 consecutive bars, a Short signal fires. Any active Long is closed and the strategy switches to Short.

Early Short Exit (−30%)

When the strategy is Short and price recovers above the MA, it can flip back to Long after approximately 53 bars (75 × 0.70) — bypassing the normal cooldown. The Long side outperformed Short significantly in backtests, so this asymmetry is intentional.

Hysteresis Band (0.05%)

A tiny buffer of 0.05% around the MA prevents micro-oscillations directly at the MA line from counting as real signal changes. This materially reduces whipsaws in sideways markets.

Cooldown (135 bars)

After a normal direction change, no new counter-signals are accepted for 135 bars. This guards against excessive back-and-forth during choppy conditions. The early short-exit mechanism is explicitly allowed to override the cooldown.

Max Entry Distance (5%)

New signals are only accepted when price is within 5% of the MA. This prevents late entries after extreme moves where the risk/reward ratio is already unfavorable.

Historical Analysis
Model Ladder · Signal to Benchmark

The selected public signal is the 3x interpretation of the 1H NAS100 regime model. The underlying 1x engine is shown to separate signal quality from leverage. The 0.3% stress test shows how the edge holds under realistic costs. Benchmarks are shown for direct comparison.

Model / Scenario Role Return Max Drawdown Trades Win Rate Profit Factor
Selected Extra Signal · 3x Active Long/Short Selected public model 3x signal ~+714% ~66%
Underlying 1x Signal Engine (early short exit −30%) Selected 1x engine 1x engine +432.58% 19.06% 96 45.83% 2.20
0.3% Cost Stress Test Stress tested Stress +238.42% 22.39% 94 40.43% 1.692
NAS100 Buy & Hold (1x) Passive benchmark Benchmark ~+214% ~38%
MSCI World (1x) Global benchmark Benchmark ~+191% ~28%
3x = highest return in this sample, but ~66% max drawdown. 1x engine shows the signal quality without leverage. Cost stress shows the edge still positive at 0.3%/order. Benchmarks are passive unleveraged buy & hold. The 3x figure is a model-based leveraged interpretation, not an exact WisdomTree ETP simulation.
3x Interpretation · Strategy vs. Benchmarks
+714%
Strategy (3x)  •  NAS100 B&H (1x): ~+214%  •  MSCI World (1x): ~+191%

The 3x figures are extrapolated from the 1x NAS100 CFD backtest. Benchmarks (NAS100 1x, MSCI World 1x) show unleveraged buy & hold returns over the same period. Real 3x ETPs (WisdomTree) carry daily reset, volatility decay and product costs not reflected in these figures.

Mean-Reversion Consideration:
If the Nasdaq reverts to a historical 7–9% annual return after its recent strong run, blind 3x Buy & Hold becomes significantly more dangerous. This strategy aims to detect regime changes — however, versus 1x Buy & Hold it remains materially riskier and should only be used as a satellite position.
66% Max Drawdown — What this actually means:

€100,000 → approx. €34,000
€75,000 → approx. €25,500

A drawdown of this magnitude is severe, even with full automation. If you cannot hold through this — emotionally and financially — the 3x version is not suitable for you.
Cost sensitivity:

0.2% / order  →  Optimistic test
0.3% / order  →  Realistic main test
0.5% / order  →  Hard stress test

Always plan for at least 0.3%. At 0.3%, the edge survives but shrinks meaningfully. Spread and execution quality are critical.
Performance Comparison · May 2017 – May 2026 · Ranked by Return
Strategy vs. Benchmarks
#1 · Highest return
3QQQ Strategy · 3x Leveraged
Active Long / Short
+714%
Total return · 8.14x capital multiple
Capital multiple8.14x
Max drawdown−66%
RegimeLong & Short active
Leverage3x Daily ETP
#2 · Mid return
Nasdaq 100 · Buy & Hold (1x, no leverage)
Passive Long Only
+214%
Total return · 3.14x capital multiple
Capital multiple3.14x
Max drawdown~−38% (est.)
RegimeLong only, always invested
LeverageNone · unleveraged
#3 · Base reference
MSCI World · iShares URTH (1x, no leverage)
Global Diversified
+191%
Total return · 2.91x capital multiple
Capital multiple2.91x
CAGR (est.)~12.5% p.a.
RegimeLong only, globally diversified
LeverageNone · unleveraged
Important — what these figures represent:
The 3x strategy result is a model-based interpretation of the NAS100 1h signal applied with leveraged exposure. It is not a full historical bar-by-bar simulation of the actual WisdomTree ETPs. The benchmarks (NAS100 1x and MSCI World 1x) are approximate unleveraged buy-and-hold figures for the same period. Real results can differ materially due to daily reset path dependency, volatility decay, spreads, swap costs, financing costs, tracking difference, taxes, and execution slippage.
Equity Curve Comparison
Semi-annual illustration · May 2017 – May 2026
Strategy 3x
NAS100 B&H (1x)
MSCI World (1x)
Summary visualisation based on reported backtest metrics. Not exact historical bar-by-bar equity data.
Strategy (3x active)
8.14x
+714% return
NAS100 B&H (1x)
3.14x
+214% return
MSCI World (1x)
2.91x
+191% return
Strategy max drawdown
−66%
vs NAS100 ~38% · MSCI ~28%
If you had invested at the start of the backtest
Enter your hypothetical initial investment to see how each approach would have performed over the backtest period (May 2017 – May 2026). Historical simulation only — not a forecast.
invested May 1, 2017
The 3x strategy figures are a model-based leveraged interpretation of the NAS100 signal backtest. They do not fully include real WisdomTree ETP frictions such as daily reset path dependency, spreads, swap costs, tracking differences, taxes and execution slippage. NAS100 and MSCI World figures are approximate, unleveraged benchmarks.

Underlying 1x Signal Engine Selected 1x engine

Return
+432.58%
Max Drawdown
19.06%
Trades
96
Win Rate
45.83%
Profit Factor
2.20

0.3% Cost Stress Test Stress tested

Return
+238.42%
Max Drawdown
22.39%
Trades
94
Win Rate
40.43%
Profit Factor
1.692
What these numbers mean

Over this backtest period, the active 3x strategy (8.14x) significantly outperformed both the unleveraged NAS100 buy & hold (3.14x) and the MSCI World (2.91x). The strategy achieves this by actively switching between leveraged long and short exposure, rather than staying long through every drawdown.

The trade-off is a maximum drawdown of 66% — substantially higher than the ~38% for NAS100 and ~28% for MSCI World. This is an aggressive satellite allocation suited to experienced investors who understand leveraged ETP dynamics.
Research Validation
Proof of Concept: How This Strategy Was Tested

Not just a curve-fit — the final version was selected after rejecting weaker logic, stress-testing costs, and checking the economic reasoning behind each rule.

Research audit trail — what was tested, accepted and rejected
1
Baseline
MA250
baseline
2
Cash exits
tested
rejected
3
Later short
entries
rejected
4
Earlier short
exit +30%
accepted
5
Cooldown
135 bars
improved
6
0.3% cost
stress test
stress tested
7
3x model
comparison
modelled
8
Live webhook
tracking
live
Step 01 · Starting point
Baseline Trend Model
We started with a simple MA250 long/short trend-following model. The market had to stay above or below the moving average for a confirmed number of bars before switching direction. No special logic, no filters — a clean starting baseline.
Return +273% Max DD −22.06% 92 trades Win rate 41.3% PF 1.91
This baseline already worked. But the short side was clearly weaker than the long side — a structural imbalance to address.
Step 02 · Rejected
Cash Regime Tested — Rejected
We tested whether leaving trades earlier and moving into cash would improve the risk profile. Multiple exit-to-cash configurations were tested: 10, 30, 50 and 75 bars. In every variant, the cash logic reduced overall returns without delivering a meaningful improvement in drawdown. Staying out of the market costs more than it protects.
Rejected: lower return, no meaningful drawdown improvement across all tested cash exit settings.
Step 03 · Rejected
Later Short Entries — Rejected
We tested making short entries less frequent by requiring more confirmation bars before going short. This sounded logical: markets have a long-term upward drift, so being slower to short seemed prudent. But the test revealed a structural flaw — shorts were often not avoided, they were simply entered later. That often meant entering after the initial decline, closer to a rebound. Timing worsened, not improved.
Rejected: worse performance despite fewer or later short triggers. Delay alone is not a strategy edge.
Step 04 · Accepted
Earlier Short Exit — Accepted
The key improvement was not to delay short entries, but to exit short exposure earlier once the market regained strength. With 75 confirmation bars, a normal long signal requires 75 bars above the MA. The 30% early exit parameter allows the strategy to switch back to long after around 53 bars above the MA — without waiting for the full 75-bar confirmation.
Return +432.58% Max DD −19.06% 96 trades Win rate 45.83% PF 2.20
Improved both return and drawdown simultaneously — the first genuinely useful structural improvement.
Step 05 · Improved
Anti-Whipsaw Cooldown Improved
Increasing the cooldown from 100 to 135 bars improved the statistics. The cooldown is not an additional confirmation rule — it acts as an anti-whipsaw lockout after a normal direction change. It prevents the system from flipping too quickly during noisy sideways phases. Crucially, the early switch from SHORT back to LONG can still bypass the cooldown, so the strategy exits weak short exposure quickly when needed.
Accepted: reduced whipsaws after normal direction changes without slowing recovery from short positions.
Step 06 · Stress tested
Trading Cost Stress Test
The strategy was tested with a much harsher cost assumption of 0.3% per order to approximate the combined impact of spreads, slippage and real-world execution friction in leveraged ETPs. This is 50% higher than the low-cost scenario and represents a realistic pessimistic estimate for retail-accessible 3x ETP products.
Return +238.42% Max DD −22.39% 94 trades Win rate 40.43% PF 1.692
Edge shrank significantly but the strategy remained profitable. Execution quality and spread management are critical to preserving the real-world edge.
Step 07 · Model comparison
3x Leveraged Model Interpretation
A model-based 3x interpretation was constructed to estimate how the signal logic would have interacted with 3x daily leveraged exposure. These figures are not a full bar-by-bar simulation of the actual WisdomTree ETPs. Real results may differ materially due to daily reset path dependency, volatility decay, tracking difference, swap costs, spreads, taxes and execution quality.
Strategy model +714% · 8.14x B&H reference ~+401% Max DD approx. −66%
Model comparison only — not a promise of real ETP performance. The 66% drawdown is a central risk consideration.
Step 08 · Forward monitoring
Live Webhook Tracking
A TradingView alert webhook was deployed to record every live signal update, candle, and state change in real time. This creates a forward-tracking record separate from the historical backtest — the only honest way to begin validating whether the model behaves consistently outside its training window. Signals, timestamps and strategy state are stored on every heartbeat.
Live signal state tracked 1H candle history stored Signal change events recorded
Forward monitoring active. Historical backtest alone is not enough — live tracking is the next validation layer.
Economic reasoning
Why the Logic Makes Sense
Follows a clear trend-regime concept — no prediction of news, earnings or macro events.
MA250 on the 1h chart acts as a robust medium-term trend filter across multiple market cycles.
75 confirmation bars reduce random noise and false breaks around the moving average.
The 0.05% hysteresis band avoids overreacting to micro-touches of the MA boundary.
135-bar cooldown helps reduce whipsaws after normal direction changes.
Exiting shorts earlier — rather than delaying entries — aligns with the structural long-term upward drift of equity markets.
The strategy remained simple and interpretable throughout. No random indicator layers were added.
Several intuitive ideas were explicitly rejected because they worsened results in testing.
The cost stress test revealed real sensitivity to execution friction — an honest, not a hidden, result.
Around 96 trades over 9 years — low-frequency, not a high-churn scalping system.
Known failure scenarios
What Could Still Break It
A prolonged choppy sideways market with repeated false trend changes.
A multi-year bear market with violent bear-market rallies that repeatedly trigger short exits.
Structural change in Nasdaq market behaviour, liquidity conditions or volatility regime.
Excessively wide spreads or temporarily low liquidity in the 3x ETPs during signal changes.
Daily-reset decay and tracking difference in leveraged ETPs during sustained high-volatility phases.
Overfitting to the specific 2017–2026 market regime — forward performance may differ.
Poor execution outside liquid US market hours.
Tax drag from frequent position switches, swap costs and ongoing financing charges.
What this research supports
The rules created a measurable positive historical edge in the NAS100 1H sample period.
Signal frequency is low enough to be practical — roughly 10 signals per year.
The long side generated a strong edge; the short side remained net-positive.
The edge survived a 0.3% per-order cost stress test, though with meaningful shrinkage.
What this research does not prove
Future returns — past performance is never a guarantee of future results.
Perfect execution in real 3x ETPs with daily reset, swap costs and tracking difference.
Robustness across other markets, timeframes or market regimes outside 2017–2026.
That drawdowns will remain contained — extreme market events can exceed historical ranges.
Final Research Conclusion

The strategy is not a guaranteed trading system, but it passed a meaningful proof-of-concept process. The final version improved both return and drawdown versus the baseline, explicitly rejected weaker cash and delayed-short variants, and remained profitable under a 0.3% per-order cost stress test.

Because of the large 3x drawdown risk of approximately 66%, it should be treated as an aggressive satellite strategy — not as a full portfolio replacement. The 3x result is model-based and does not fully reflect the frictions of the actual WisdomTree ETPs.

◆ Research status: Promising — not risk-free
Position Sizing
Capital Allocation — 3x Strategy in a €1M Portfolio
Example sizing framework — not investment advice
1x Buy & Hold (core)
92.5%
3x Strategy (satellite)
7.5%

This is an illustrative sizing example for a €1M portfolio, not a recommendation. 1x buy-and-hold remains the foundation. The 3x strategy is a high-risk satellite. Never allocate more than your personal risk tolerance allows — consult a professional.

Target size
€75,000
Recommended target for a €1M portfolio (7.5%)
Conservative start
€50,000
Recommended entry. Learn the model live before scaling.
Hard ceiling
€100,000
Maximum. Above €150k: model risk, daily reset and costs outweigh the benefit.
Instruments at signal change:
LONG signal → WisdomTree NASDAQ 100 3x Daily Leveraged
SHORT signal → WisdomTree NASDAQ 100 3x Daily Short

Use limit orders only. Always check the spread before executing. Avoid illiquid off-hours. Ideally trade during US market hours with maximum liquidity.
Execution
Execution Rules & Risk Factors
  • 01Use limit orders only — never market-buy against a wide spread.
  • 02Check the spread manually before every trade. If unusually wide, skip the signal or wait.
  • 03Only trade during liquid market hours — ideally during US session overlap.
  • 04Always plan with at least 0.3% cost per order. 0.2% is optimistic. 0.5% is a stress test.
  • 05Cap the 3x position at 7.5% of total portfolio. Never exceed €100k in the 3x variant.
  • 06Size your position so you can comfortably hold through a 66% drawdown — both financially and psychologically.
Known risk factors for this strategy
Overfitting risk
Backtest ≠ live performance
3x daily reset
Volatility decay
Spread & slippage
Swap & financing costs
Tracking difference
Product / issuer risk
Short ETP risk
Regime change
Multi-year bear market
Choppy sideways market
Tax implications
Alert / webhook failure
Parameter sensitivity
Market illiquidity
Currency risk
Product costs (TER)