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Non-Tech : QQQ - Nasdaq 100 Trust

QQQ 621.08

-0.1%

Nov 12 4:00 PM EST

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To: bob wallace who wrote (374)	9/19/2000 12:14:11 AM
From: Todd Reichardt	Read Replies (1) of 840

Hi Bob, I'd count your spreadsheet simulations as looking at how this affect plays on an AIM portfolio. If I did the math correctly, your simulation showed a ~65% annual return. Out of curiosity, what was the largest percentage drawdown in the simulation? I saw Bernie's post as well, I might need to go back and look at it again. I've run a couple of sets of notional data, and it looks like the 2X daily turns into a CX buy and hold where C doesn't appear to be a constant, and is very dependent upon the underlying price action and time. For instance, if you take the 2X out of your simulation, I'm willing to bet you get a lot less than 24M/1.5. Todd

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