I09Orbital Strategies · Hourly
Riskier than SPYTQQQ and UPRO above the 200-day, checked hourly
The rules
Hold the fund while its latest hourly close is above its 200-day simple moving average of daily closes, checked at every hourly close: buy at the next minute's open when it is above and sell when it falls below. 49.5% of the account per fund; cash otherwise.
- Universe
- Two 3x index funds: TQQQ (Nasdaq-100) and UPRO (S&P 500)
- Bars
- hourly
- Position size
- 49.5% of equity per fund at entry
- Rebalance
- Checks every hourly close
Results
| Measure | Orbital test | SPY, same days |
|---|---|---|
| Window | Oct 30, 2023 to Oct 30, 2026 | Oct 30, 2023 to Oct 30, 2026 |
| Total return | +139.85% | +88.60% |
| CAGR | +33.85% | +23.54% |
| Sharpe | 0.82 | 1.22 |
| Discounted Sharpe | −0.86 | — |
| Max drawdown | −34.8% | −18.7% |
| Win rate | 26.5% | — |
| Profit factor | 3.27 | — |
| Trades | 34 | — |
Hypothetical: a backtest with modeled costs, not traded with real money.
Hypothetical growth of $10,000
I09 TQQQ and UPRO above the 200-day, checked hourly · +139.8% vs SPY +88.6%
Rebuild it in Orbital
Paste this into Orbital Chat. The Strategy Developer builds the workflow and asks before it runs any backtest.
Trade TQQQ and UPRO, checking each hourly close against the 200-day simple moving average of daily closes: buy when above, sell when below, with 49.5% of equity per position. Backtest from October 30, 2023 to October 30, 2026 with $100,000.
Is it real?
- Strategies tested together
- 15
- Beta to SPY
- 2.02
- Alpha vs SPY
- −3.1% a year
- Costs paid
- $3,003, 2% of the gain before costs
- Data
- 1h decisions on 1-minute bars, 754 sessions
- Fills
- Next open at market, sized at the fill
Read this before you trust it
Picked on November 8, 2026 by a rule written before any run: published evidence, yearly costs at most a quarter of the published gross return, buildable in Orbital, and the source's own parameters. Every rule is published whatever it shows. Gayed and Bilello's Leverage for the Long Run, with each fund's own 200-day line instead of the S&P 500's, since a rule reads only its own symbol. The selection expected it to beat SPY on return, not clearly on Sharpe, with a drawdown of 30% or worse.