Current Position
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Volatility-gated Donchian20 QLD → QQQ → Cash strategy
Current Position
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Donchian20 Signal
1 = QLD mode · 0 = outside QLD
QQQ Close
--
EMA200 distance: --
VXN Index
--
Nasdaq-100 volatility index
QQQ EMA200
--
Long-term exit layer
QLD Close
--
Channel status: --
Prior 20-Day High
--
Strictly above triggers signal 1
Prior 20-Day Low
--
Strictly below triggers signal 0
QLD ATR(20) / Close
--
Entry gate: --
Starting Date
--
First actual QLD date
Strategy Value
--
Volatility-gated Donchian strategy
QQQ Hold Value
--
Same start date and dollars
Strategy vs QQQ
--
--
Current Drawdown
--
Strategy below prior peak
Current QQQ Benchmark Drawdown
--
QQQ hold below prior peak
Strategy Max Drawdown
--
--
QQQ Max Drawdown
--
--
QLD Channel Position
--
0% prior low · 100% prior high
| Date | Signal | Position | Action | Strategy | Reason |
|---|---|---|---|---|---|
| Loading... | |||||
Separate research sleeve. It does not change the live Donchian20 signal or allocation above.
Regime
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Bull market: QLD · Bear market: QQQ
QQQ Drawdown
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252-day high: --
Paper Value
--
$1,000 paper since --
Paper vs QQQ Hold
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