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EXPERIMENT 02 · 20-YEAR BACKTEST

What if you traded QQQ on the 200-day moving average?

The oldest timing trick in the book: own QQQ when it's above its 200-day average, sit in cash when it isn't. We ran it on 20 years of real data — through 2008, 2020, and 2022.

Buy & hold QQQ
$150,937
$10,000 → 14.5%/yr · worst drop −53.4%
200-day timing
$86,555
$10,000 → 11.4%/yr · worst drop −26.4%

The setup

The 20-year result

Buy-and-hold turned $10,000 into $150,937. The 200-day timing rule turned it into $86,555 — a $64,382 gap. The timing rule was invested only 81% of the days, and that missing 19% contained some of the market's most explosive rebounds.

But the story isn't one-sided. The timing rule cut the worst drawdown in half: −26.4% vs −53.4% for buy-and-hold. In 2008, buy-and-hold lost 40.8% in a single year; the timing rule lost only 15.0%. In 2022: −33.2% vs −17.7%. If your goal was sleeping well, the rule did its job — it just charged you about 3% a year for the peace of mind.

Year by year

Buy-and-hold beat the timing rule in 11 of 20 years. The timing rule won outright in only 2 years — 2008 and 2022, the two crash years. The other 7 years both strategies were fully invested (tie).

YearQQQ buy & hold200-day timingWinner
2005+2.6%+2.6%Tie
2006+4.8%+1.6%Buy & hold
2007+18.8%+18.8%Tie
2008-40.8%-15.0%Timing
2009+48.2%+29.2%Buy & hold
2010+18.4%+-0.0%Buy & hold
2011+1.9%-11.9%Buy & hold
2012+15.9%+11.2%Buy & hold
2013+32.4%+32.4%Tie
2014+20.1%+20.1%Tie
2015+9.8%+2.3%Buy & hold
2016+9.4%+1.4%Buy & hold
2017+31.5%+31.5%Tie
2018-1.8%-5.6%Buy & hold
2019+38.4%+19.1%Buy & hold
2020+46.0%+34.4%Buy & hold
2021+29.2%+29.2%Tie
2022-33.2%-17.7%Timing
2023+55.9%+37.5%Buy & hold
2024+27.7%+27.7%Tie

Where the timing rule bled out

The pattern: moving-average rules are slow by design. They exit late, and — more costly — they re-enter late, missing the sharp V-shaped recoveries that define modern markets.

The verdict

The 200-day rule is excellent emotional insurance — it halved the worst drawdown and dodged the two ugliest years. But as a wealth-building strategy over 20 years, it cost $64,382 on a $10,000 start. If you can stomach the drops, doing nothing beat doing something clever.

Methodology. QQQ daily dividend/split-adjusted closes, 2005-01-03 → 2024-12-31 (Yahoo Finance). 200-day simple moving average computed on adjusted closes; position set from the prior day's close vs the prior day's average (no look-ahead). Cash earns 0%. No fees, no taxes, no dividends lost (adjusted prices include them). Re-run it yourself — the rules above are the entire recipe.
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