QS Quantified Solutions s.r.o

Portfolio

System performance library

Compare each system by performance, annual returns, drawdown behavior, and key risk metrics.

33 systems

Tear Sheet

E-Day-Trading

Day Trading
Details
CAGR 52.37%
Sharpe 1.98
Max DD -27.54%
CAR/DD 1.90
Profit Factor 1.18
Exposure 40.09%

EMA-based day trading system that uses exponential moving average signals to identify short-term directional opportunities and manage intraday exposure with a systematic ruleset. This backtest uses 3x leverage.

Type
Day Trading
CAGR
52.37%
Sharpe
1.98
Max DD
-27.54%

Annual returns

05
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26

Tear Sheet

E-Positional

Positional
Details
CAGR 62.65%
Sharpe 1.78
Max DD -27.64%
CAR/DD 2.27
Profit Factor 1.57
Exposure 43.04%

Day trading system that uses proprietary signals to identify long-term directional opportunities and manage exposure with a systematic ruleset. This backtest uses 2x leverage.

Type
Positional
CAGR
62.65%
Sharpe
1.78
Max DD
-27.64%

Annual returns

06
07
08
09
10
11
12
13
14
15
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26

Tear Sheet

MNShort

Day Trading
Details
CAGR 5.92%
Sharpe 2.23
Max DD -24.14%
CAR/DD 0.25
Profit Factor 1.24
Exposure 5.53%

Short system with minimum exposure to add strategy diversification. This backtest uses 9x leverage, due to less exposure time.

Type
Day Trading
CAGR
5.92%
Sharpe
2.23
Max DD
-24.14%

Annual returns

15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

NQBuyStop

Day Trading
Details
CAGR 38.35%
Sharpe 3.81
Max DD -17.44%
CAR/DD 2.20
Profit Factor 1.38
Exposure 17.24%

Long Short breakout intra-day trading system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
38.35%
Sharpe
3.81
Max DD
-17.44%

Annual returns

06
07
08
09
10
11
12
13
14
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26

Tear Sheet

NQEOD

Positional
Details
CAGR 23.70%
Sharpe 9.88
Max DD -24.35%
CAR/DD 0.97
Profit Factor 1.42
Exposure 0.77%

Trades with overnight exposure based on probability of market opeing higher. This backtest uses 2x leverage.

Type
Positional
CAGR
23.70%
Sharpe
9.88
Max DD
-24.35%

Annual returns

06
07
08
09
10
11
12
13
14
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26

Tear Sheet

NQLongShort

Day Trading
Details
CAGR 60.17%
Sharpe 2.85
Max DD -26.93%
CAR/DD 2.23
Profit Factor 1.22
Exposure 30.21%

Intra day Long Short system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
60.17%
Sharpe
2.85
Max DD
-26.93%

Annual returns

06
07
08
09
10
11
12
13
14
15
16
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18
19
20
21
22
23
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26

Tear Sheet

NQNMLong1

Day Trading
Details
CAGR 31.07%
Sharpe 3.04
Max DD -23.31%
CAR/DD 1.33
Profit Factor 1.36
Exposure 20.29%

Intra day Long only momentum based system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
31.07%
Sharpe
3.04
Max DD
-23.31%

Annual returns

06
07
08
09
10
11
12
13
14
15
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18
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21
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23
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26

Tear Sheet

NQNMLong2

Day Trading
Details
CAGR 27.43%
Sharpe 4.86
Max DD -12.03%
CAR/DD 2.28
Profit Factor 1.58
Exposure 12.18%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
27.43%
Sharpe
4.86
Max DD
-12.03%

Annual returns

06
07
08
09
10
11
12
13
14
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26

Tear Sheet

NQNMLong3

Day Trading
Details
CAGR 19.15%
Sharpe 4.32
Max DD -25.50%
CAR/DD 0.75
Profit Factor 1.45
Exposure 10.06%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
19.15%
Sharpe
4.32
Max DD
-25.50%

Annual returns

06
07
08
09
10
11
12
13
14
15
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26

Tear Sheet

NQNMISLV4

Day Trading
Details
CAGR 23.50%
Sharpe 4.53
Max DD -16.27%
CAR/DD 1.44
Profit Factor 1.56
Exposure 11.68%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
23.50%
Sharpe
4.53
Max DD
-16.27%

Annual returns

07
08
09
10
11
12
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26

Tear Sheet

NQSimple

Day Trading
Details
CAGR 23.20%
Sharpe 3.39
Max DD -19.61%
CAR/DD 1.18
Profit Factor 1.36
Exposure 13.23%

Intra day Long Short system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
23.20%
Sharpe
3.39
Max DD
-19.61%

Annual returns

06
07
08
09
10
11
12
13
14
15
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26

Tear Sheet

NQSIB

Positional
Details
CAGR 29.73%
Sharpe 4.00
Max DD -20.17%
CAR/DD 1.47
Profit Factor 1.84
Exposure 11.71%

Short term Long only system. This backtest uses 3x leverage.

Type
Positional
CAGR
29.73%
Sharpe
4.00
Max DD
-20.17%

Annual returns

19
20
21
22
23
24
25
26

Tear Sheet

NQSIB1

Day Trading
Details
CAGR 22.70%
Sharpe 3.70
Max DD -20.46%
CAR/DD 1.11
Profit Factor 1.42
Exposure 13.41%

Intra-day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
22.70%
Sharpe
3.70
Max DD
-20.46%

Annual returns

06
07
08
09
10
11
12
13
14
15
16
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18
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26

Tear Sheet

NQSIBDay

Day Trading
Details
CAGR 17.68%
Sharpe 3.91
Max DD -11.97%
CAR/DD 1.48
Profit Factor 1.64
Exposure 9.16%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
17.68%
Sharpe
3.91
Max DD
-11.97%

Annual returns

18
19
20
21
22
23
24
25
26

Tear Sheet

NQSystem1

Day Trading
Details
CAGR 12.84%
Sharpe 5.14
Max DD -9.22%
CAR/DD 1.39
Profit Factor 1.66
Exposure 6.78%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
12.84%
Sharpe
5.14
Max DD
-9.22%

Annual returns

06
07
08
09
10
11
12
13
14
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26

Tear Sheet

NQSystem2

Day Trading
Details
CAGR 64.97%
Sharpe 2.98
Max DD -24.53%
CAR/DD 2.65
Profit Factor 1.26
Exposure 31.34%

Intra day Long short system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
64.97%
Sharpe
2.98
Max DD
-24.53%

Annual returns

06
07
08
09
10
11
12
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14
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26

Tear Sheet

NQTDay

Day Trading
Details
CAGR 18.99%
Sharpe 4.26
Max DD -17.22%
CAR/DD 1.10
Profit Factor 1.47
Exposure 9.17%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
18.99%
Sharpe
4.26
Max DD
-17.22%

Annual returns

10
11
12
13
14
15
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Tear Sheet

NQTDayTrade

Day Trading
Details
CAGR 20.16%
Sharpe 4.71
Max DD -15.79%
CAR/DD 1.28
Profit Factor 1.42
Exposure 3.51%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
20.16%
Sharpe
4.71
Max DD
-15.79%

Annual returns

10
11
12
13
14
15
16
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18
19
20
21
22
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26

Tear Sheet

QBB

Positional
Details
CAGR 21.30%
Sharpe 1.27
Max DD -37.45%
CAR/DD 0.57
Profit Factor 1.22
Exposure 26.26%

Positional System. This backtest uses 2x leverage.

Type
Positional
CAGR
21.30%
Sharpe
1.27
Max DD
-37.45%

Annual returns

07
08
09
10
11
12
13
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26

Tear Sheet

QQH

Positional
Details
CAGR 31.03%
Sharpe 1.61
Max DD -25.24%
CAR/DD 1.23
Profit Factor 2.24
Exposure 29.82%

Positional Long only system. This backtest uses 2x leverage.

Type
Positional
CAGR
31.03%
Sharpe
1.61
Max DD
-25.24%

Annual returns

07
08
09
10
11
12
13
14
15
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26

Tear Sheet

QIntradayExpansion

Day Trading
Details
CAGR 21.24%
Sharpe 3.91
Max DD -14.54%
CAR/DD 1.46
Profit Factor 1.59
Exposure 12.27%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
21.24%
Sharpe
3.91
Max DD
-14.54%

Annual returns

07
08
09
10
11
12
13
14
15
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18
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21
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26

Tear Sheet

MQPositional

Positional
Details
CAGR 40.82%
Sharpe 2.19
Max DD -29.80%
CAR/DD 1.37
Profit Factor 1.58
Exposure 26.04%

Positional Long only system. This backtest uses 2x leverage.

Type
Positional
CAGR
40.82%
Sharpe
2.19
Max DD
-29.80%

Annual returns

07
08
09
10
11
12
13
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15
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18
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21
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26

Tear Sheet

QNHL2

Positional
Details
CAGR 29.60%
Sharpe 3.62
Max DD -20.35%
CAR/DD 1.45
Profit Factor 1.56
Exposure 15.00%

Short term Long only system. This backtest uses 3x leverage.

Type
Positional
CAGR
29.60%
Sharpe
3.62
Max DD
-20.35%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
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26

Tear Sheet

TQ1A

Day Trading
Details
CAGR 22.19%
Sharpe 3.81
Max DD -16.16%
CAR/DD 1.37
Profit Factor 1.54
Exposure 13.06%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
22.19%
Sharpe
3.81
Max DD
-16.16%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

TQ2A

Day Trading
Details
CAGR 23.05%
Sharpe 4.22
Max DD -13.04%
CAR/DD 1.77
Profit Factor 1.55
Exposure 12.26%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
23.05%
Sharpe
4.22
Max DD
-13.04%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

TQ3A

Day Trading
Details
CAGR 20.33%
Sharpe 3.56
Max DD -25.20%
CAR/DD 0.81
Profit Factor 1.47
Exposure 11.57%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
20.33%
Sharpe
3.56
Max DD
-25.20%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

QNHL1

Positional
Details
CAGR 21.41%
Sharpe 5.25
Max DD -18.27%
CAR/DD 1.17
Profit Factor 1.77
Exposure 7.72%

Short term Long only system. This backtest uses 3x leverage.

Type
Positional
CAGR
21.41%
Sharpe
5.25
Max DD
-18.27%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

QQQVN

Day Trading
Details
CAGR 28.88%
Sharpe 3.15
Max DD -23.98%
CAR/DD 1.20
Profit Factor 1.46
Exposure 17.24%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
28.88%
Sharpe
3.15
Max DD
-23.98%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

QQQSBF

Day Trading
Details
CAGR 28.04%
Sharpe 5.45
Max DD -13.91%
CAR/DD 2.02
Profit Factor 1.69
Exposure 8.10%

Intra day Long short system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
28.04%
Sharpe
5.45
Max DD
-13.91%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

QQQVA

Day Trading
Details
CAGR 52.47%
Sharpe 3.82
Max DD -19.72%
CAR/DD 2.66
Profit Factor 1.55
Exposure 23.51%

Intra day Long short system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
52.47%
Sharpe
3.82
Max DD
-19.72%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

QQQVA1

Day Trading
Details
CAGR 52.64%
Sharpe 3.94
Max DD -16.38%
CAR/DD 3.21
Profit Factor 1.50
Exposure 22.92%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
52.64%
Sharpe
3.94
Max DD
-16.38%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

ShortQ

Day Trading
Details
CAGR 20.38%
Sharpe 4.24
Max DD -18.57%
CAR/DD 1.10
Profit Factor 1.27
Exposure 7.22%

Intra day Short only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
20.38%
Sharpe
4.24
Max DD
-18.57%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26

Tear Sheet

VMR

Day Trading
Details
CAGR 45.28%
Sharpe 3.97
Max DD -25.13%
CAR/DD 1.80
Profit Factor 1.43
Exposure 19.00%

Intra day Long only system. This backtest uses 3x leverage.

Type
Day Trading
CAGR
45.28%
Sharpe
3.97
Max DD
-25.13%

Annual returns

07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
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