{
  "id": 11320,
  "rank": 2134,
  "name": "Combined SPY and TQQQ Algorithm",
  "aka": [
    "SPY Dynamic Threshold Strategy",
    "TQQQ Modified Buy-And-Hold Strategy"
  ],
  "family": "B",
  "subtype": "B2",
  "one_liner": "Combines a dynamic SPY strategy with a risk-managed TQQQ approach.",
  "market_regime": "volatile",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "SPY",
    "TQQQ"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "ATR",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "short-term SMA crosses above long-term SMA with adjusted thresholds by ATR and RSI"
  ],
  "entry_short": [
    "short-term SMA crosses below long-term SMA with adjusted thresholds by ATR and RSI"
  ],
  "exit_rules": [
    "TQQQ exits on 30% drawdown from peak price",
    "SPY exits based on market conditions"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "not explicitly stated",
  "take_profit": "not explicitly stated",
  "position_size": "allocation_spy = 30%, tqqq_drawdown_threshold = 40% for aggressive strategy; allocation_spy = 70%, tqqq_drawdown_threshold = 30% for conservative strategy",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "VERY THIN SAMPLE: 11 trades. Performance figures over so few trades are indistinguishable from luck."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11320-combined-spy-and-tqqq-algorithm",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/brayvid/trading-algorithm",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}