System Detail
Nqsib
Short term Long only system. This backtest uses 3x leverage.
Tear Sheet
NQSIB
Positional CAGR 29.73%
Sharpe 4.00
Max DD -20.17%
CAR/DD 1.47
Profit Factor 1.84
Exposure 11.71%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 3.6% | 1.7% | 6.7% | 5.4% | -2.7% | 5.1% | -1.2% | 4.5% | 2.0% | 0.2% | 4.2% | 3.9% | 38.6% |
| 2020 | -4.2% | 2.2% | -8.0% | 12.5% | 0.3% | -2.8% | 2.5% | 1.6% | 5.4% | 10.0% | 23.4% | -2.5% | 43.7% |
| 2021 | 9.6% | 3.4% | 4.4% | 9.8% | 2.8% | 0.8% | 0.5% | 5.0% | -0.7% | 1.4% | -2.8% | 15.3% | 60.4% |
| 2022 | -3.4% | -0.5% | -1.6% | 0.7% | 10.2% | -1.5% | 14.3% | -2.2% | -6.4% | -10.1% | 9.2% | -4.4% | 1.7% |
| 2023 | 0.7% | 3.3% | 6.1% | 2.2% | 13.3% | -2.3% | -2.6% | 4.4% | 0.7% | -1.4% | -1.6% | 2.1% | 26.8% |
| 2024 | -0.6% | 3.4% | 6.1% | 2.4% | 3.4% | 7.6% | -0.7% | -1.2% | -1.1% | -3.0% | 12.2% | 1.6% | 33.2% |
| 2025 | 4.5% | -0.6% | -1.2% | 6.0% | 1.2% | -0.9% | -2.9% | 0.4% | 1.9% | 4.9% | -0.8% | -3.4% | 8.9% |
| 2026 | -2.0% | -1.3% | 0.9% | 7.7% | 9.3% | - | - | - | - | - | - | - | 14.9% |