Volatility Scalping
TQQQ
Geometric grid allocation with configurable levels and reduction factors
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Geometric grid allocation with configurable levels and reduction factors
Geometric grid allocation with configurable levels and reduction factors
An 88-level geometric grid on TQQQ (or any volatile ticker): buy limit orders spaced 1% apart going down, each with its own take-profit sell. It harvests chop and mean-reversion regardless of trend direction: it doesn't predict where price goes, it profits from price moving at all.
Not investment advice. This page shows the grid's transparent logic and a live paper track record accruing since inception, not a proven or guaranteed return. Trading leveraged ETFs involves substantial risk of loss. run the backtest.
Each level is a resting limit buy 1% below the last, with its own limit sell above it at that level's take-profit target. A level fills when price touches it; the matching sell is placed immediately. Cash recycles back into the buy side as fills complete.
Hundreds of round-trips per year make this heavily tax-inefficient and wash-sale-prone in a taxable account. Running it inside a tax-sheltered account like a Roth IRA eliminates the reporting burden and keeps every rebalance gain untaxed.
Binary trend filter. In bull markets, fully in leveraged ETFs; in bear markets, fully in cash-equivalents. Low turnover: trades only when SPY breaks or reclaims the 200-day average. Captures full trend upside; sits out deep bear markets entirely.
Always active. Profits from sideways chop and large swings in either direction. Underperforms Leverage Rotation during smooth multi-month bull runs (holds cash on the way up); outperforms during volatile sideways ranges where rotation gets whipped.
A $100k paper account has been tracking this rule live since 2026-07-03, marked to market daily, append-only, no re-simulation. It has enough elapsed time to be meaningful; the numbers will publish once the Track Record page goes public.
Approximate: this paper record simulates fills from daily price bars, not the real engine's 60-second intraday loop.