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Trade Like a Hedge Fund, by James Altucher

November 28th, 2008

Page 97 – The QQQQ Crash System

The Qs are more volatile because so much of the stocks it contains’ value is based on future expected earnings and growth potential.  This means that the index gets overbought and oversold frequently.  This strategy has you buy breakdowns.  Its also a rather simple strategy.

  1. Buy the morning after teh QQQQ crashes below 1.5 standard deviations below its 10 day moving average (use Bollinger Bands).
  2. Sell on the earlier of a close higher than the entry price of the position, or after 20 days (one calendar month).
QQQQ Crashes

QQQQ Crashes

Example:
The QQQQs closed below 1.5 standard deviations off of the 10-day moving average on January 21, 2003.  The system suggests buying at the open on January 22, 2003 at 24.96 and holding for the first up close.  The system then suggests selling on January 23, 2003 at 25.51 for a 2.20 percent profit.

An extension of this strategy is to track the QQQQs for the 1.5 standard deviation from its moving average, but instead of buying the QQQQs, to buy a high beta individual stock within the Nasdaq index.  For example, Amazon.com or Broadcom.  Finally, one could tinker with the standard deviation or moving average screens such as going with 2 standard deviations instead of 1.5 or a 20 day moving average instead of 10.

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