Lighthouse Canton
Systematic Tactical MA
Dashboard & Optimizer
Data: --
MA(25/50) · T+1 · 3bp TC
Adj Close Total Return
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QQQ Signal
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SPY Signal
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QQQ vs MAs
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SPY vs MAs
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Signal based on MA(25/50)
Execution: T+1 close
Select Strategy
TOTAL RETURN
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CAGR (p.a.)
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ANN. VOLATILITY
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SHARPE RATIO
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MAX DRAWDOWN
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FULL STRATEGY COMPARISONClick column to sort
Strategy Total Return CAGR Vol Sharpe Max DD 2022 2023 2024 Trades
FAMILY
BULL REGIME WEIGHTS
3x — TQQQ20%
2x — QLD30%
1x — QQQ50%
BULL LEVERAGE1.70x
1x2x3x
PRESETS
DEEP BEAR FILTER
When in Bear, if price also falls below a long-term MA, shift to Deep Bear. Targets grinding downtrends like 2022.
Deep Bear Equity %0%
0% (full cash)50%
REGIME ALLOCATION
BULLblend
DEFENSIVE75% base+25% BIL
BEAR50% base+50% BIL
DEEP BEARfilter offOFF
TOTAL RETURN
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CAGR
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VOLATILITY
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SHARPE
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MAX DD
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🐻BEAR FILTER IMPACT (live)
Filter2022 Deep Bear Days 2022 Return2022 Max DD Total ReturnCAGR SharpeMax DD
COMPARISON (click to apply weights)
StrategyBull Allocation LevTotal Return CAGRVol SharpeMax DD2022