Indeed. You only have to create a daily futures MNQ (or NQ) series corresponding to the U.S. stock market hours, ignoring the Sunday session, and ensuring the contract rolls over after the full week before expiration - which works great since the trade resets weekly. Once you get a handle on the the data (not an easy task), the strategy’s stop and limit percentages have to be adjusted by 33.3%. Then you need to come up with a sizing strategy that approximates the returns and drawdowns of the TQQQ-traded strategy. Those are the major hurdles.
Not to take anything away from the strategy, but with the hundreds of cryptos out there, this is somewhat a result influenced by selection bias. Anyway, I'd look to add #SOL and #TRX into the mix, both of which still trending exponentially.