What this shows is that over the past ten years, if you bought the QQQ and held it, and then doubled your position via margin when it went up 6% the previous month(this is value X) and covered your margin position when it takes 5% the previous, you earn a CAGR of just about 30%, putting you in the same leagues as George Soros, beating Buffet's lifetime return. The program solves for X and Y to maximize your return. It gets more complicated in terms of moving the timeframe but this is enough for the Lounge. Does this blow your mind? Had to link the image....