Systems tracked 35 e-positional CAGR 100.39% NQEOD Sharpe 9.80 QQQH profit factor 2.18 NQEOD win rate 58.9% QQQV max DD -3.98% Average CAGR 30.64% QQQV recovery 18.82 QQQV ulcer index 1.20 Systems tracked 35 e-positional CAGR 100.39% NQEOD Sharpe 9.80 QQQH profit factor 2.18 NQEOD win rate 58.9% QQQV max DD -3.98% Average CAGR 30.64% QQQV recovery 18.82 QQQV ulcer index 1.20
Quantified Solutions s.r.o
Algorithmic trading systems built from research, evidence, and execution discipline.
We develop systematic trading strategies, validate them through long-horizon backtests, and package performance analytics so allocators can evaluate return, risk, exposure, and behavior quickly.
Portfolio Overview
Fast risk and return scan
Tear Sheet
e-day-trading
Day Trading CAGR 52.44%
Sharpe 1.98
Max DD -27.54%
CAR/DD 1.90
Profit Factor 1.18
Exposure 40.14%
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e-positional
Positional CAGR 100.39%
Sharpe 1.78
Max DD -38.97%
CAR/DD 2.58
Profit Factor 1.53
Exposure 63.26%
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MNQShort
Day Trading CAGR 6.05%
Sharpe 2.28
Max DD -24.14%
CAR/DD 0.25
Profit Factor 1.24
Exposure 5.54%
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NQBuyStop
Day Trading CAGR 38.58%
Sharpe 3.83
Max DD -17.44%
CAR/DD 2.21
Profit Factor 1.39
Exposure 17.24%
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NQEOD
Positional CAGR 23.47%
Sharpe 9.80
Max DD -24.35%
CAR/DD 0.96
Profit Factor 1.40
Exposure 0.77%
Tear Sheet
NQLongShort
Day Trading CAGR 60.50%
Sharpe 2.86
Max DD -26.93%
CAR/DD 2.25
Profit Factor 1.23
Exposure 30.23%
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NQNiftyMISLong1
Day Trading CAGR 31.09%
Sharpe 3.04
Max DD -23.31%
CAR/DD 1.33
Profit Factor 1.36
Exposure 20.29%
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NQNiftyMISLong2
Day Trading CAGR 27.52%
Sharpe 4.87
Max DD -12.03%
CAR/DD 2.29
Profit Factor 1.59
Exposure 12.18%
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NQNiftyMISLong3
Day Trading CAGR 19.25%
Sharpe 4.34
Max DD -25.50%
CAR/DD 0.75
Profit Factor 1.46
Exposure 10.07%
Tear Sheet
NQNMISLV4
Day Trading CAGR 23.42%
Sharpe 4.52
Max DD -16.27%
CAR/DD 1.44
Profit Factor 1.56
Exposure 11.68%
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NQSimple
Day Trading CAGR 23.34%
Sharpe 3.41
Max DD -19.61%
CAR/DD 1.19
Profit Factor 1.37
Exposure 13.23%
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NQSwingIB
Positional CAGR 29.84%
Sharpe 4.01
Max DD -20.17%
CAR/DD 1.48
Profit Factor 1.85
Exposure 11.68%
Tear Sheet
NQSwingIB1
Day Trading CAGR 22.68%
Sharpe 3.70
Max DD -20.46%
CAR/DD 1.11
Profit Factor 1.42
Exposure 13.40%
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NQSwingIBDay
Day Trading CAGR 17.59%
Sharpe 3.89
Max DD -11.97%
CAR/DD 1.47
Profit Factor 1.64
Exposure 9.13%
Tear Sheet
NQSystem1
Day Trading CAGR 12.86%
Sharpe 5.14
Max DD -9.22%
CAR/DD 1.39
Profit Factor 1.66
Exposure 6.79%
Tear Sheet
NQSystem2
Day Trading CAGR 65.27%
Sharpe 2.99
Max DD -24.53%
CAR/DD 2.66
Profit Factor 1.27
Exposure 31.36%
Tear Sheet
NQTQQQDay
Day Trading CAGR 18.94%
Sharpe 4.25
Max DD -17.22%
CAR/DD 1.10
Profit Factor 1.47
Exposure 9.17%
Tear Sheet
NQTQQQDayTrade
Day Trading CAGR 20.31%
Sharpe 4.74
Max DD -15.79%
CAR/DD 1.29
Profit Factor 1.43
Exposure 3.51%
Tear Sheet
QQQBB
Positional CAGR 21.13%
Sharpe 1.26
Max DD -37.45%
CAR/DD 0.56
Profit Factor 1.21
Exposure 26.24%
Tear Sheet
QQQH
Positional CAGR 30.71%
Sharpe 1.60
Max DD -25.24%
CAR/DD 1.22
Profit Factor 2.18
Exposure 29.80%
Tear Sheet
NQTQQQDay
Day Trading CAGR 21.12%
Sharpe 3.89
Max DD -14.54%
CAR/DD 1.45
Profit Factor 1.57
Exposure 12.26%
Tear Sheet
MNQPositional
Positional CAGR 40.94%
Sharpe 2.20
Max DD -29.80%
CAR/DD 1.37
Profit Factor 1.59
Exposure 26.06%
Tear Sheet
QQQNiftyHL2
Positional CAGR 29.55%
Sharpe 3.61
Max DD -20.35%
CAR/DD 1.45
Profit Factor 1.56
Exposure 15.00%
Tear Sheet
QQQNiftyMISLong1
Day Trading CAGR 22.14%
Sharpe 3.80
Max DD -16.16%
CAR/DD 1.37
Profit Factor 1.54
Exposure 13.06%
Tear Sheet
QQQNiftyMISLong2
Day Trading CAGR 23.03%
Sharpe 4.21
Max DD -13.04%
CAR/DD 1.77
Profit Factor 1.55
Exposure 12.25%
Tear Sheet
QQQNiftyMISLong3
Day Trading CAGR 20.32%
Sharpe 3.56
Max DD -25.20%
CAR/DD 0.81
Profit Factor 1.47
Exposure 11.57%
Tear Sheet
QQQNQNiftyHL1
Positional CAGR 21.39%
Sharpe 5.25
Max DD -18.27%
CAR/DD 1.17
Profit Factor 1.77
Exposure 7.72%
Tear Sheet
QQQVXN
Day Trading CAGR 28.99%
Sharpe 3.16
Max DD -23.98%
CAR/DD 1.21
Profit Factor 1.46
Exposure 17.25%
Tear Sheet
QQQSBF
Day Trading CAGR 28.08%
Sharpe 5.45
Max DD -13.91%
CAR/DD 2.02
Profit Factor 1.69
Exposure 8.11%
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QQQV
Day Trading CAGR 7.69%
Sharpe 3.65
Max DD -3.98%
CAR/DD 1.93
Profit Factor 1.56
Exposure 13.25%
Tear Sheet
QQQVA
Day Trading CAGR 52.60%
Sharpe 3.83
Max DD -19.72%
CAR/DD 2.67
Profit Factor 1.57
Exposure 23.50%
Tear Sheet
QQQVA1
Day Trading CAGR 52.69%
Sharpe 3.95
Max DD -16.38%
CAR/DD 3.22
Profit Factor 1.50
Exposure 22.90%
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ShortQQQ
Day Trading CAGR 20.42%
Sharpe 4.24
Max DD -18.57%
CAR/DD 1.10
Profit Factor 1.27
Exposure 7.22%
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VIXMR
Day Trading CAGR 12.62%
Sharpe 4.58
Max DD -7.28%
CAR/DD 1.73
Profit Factor 1.51
Exposure 14.97%
Tear Sheet
VMR
Day Trading CAGR 45.30%
Sharpe 3.97
Max DD -25.13%
CAR/DD 1.80
Profit Factor 1.43
Exposure 18.99%