System Detail
Nqsib
Short term Long only system. This backtest uses 3x leverage.
Tear Sheet
NQSIB
Positional CAGR 32.10%
Sharpe 4.23
Max DD -18.62%
CAR/DD 1.72
Profit Factor 1.82
Exposure 11.46%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 4.0% | -0.2% | 5.6% | 4.5% | -1.6% | 14.2% | -1.9% | 4.4% | 1.9% | 1.6% | 4.4% | 2.7% | 46.3% |
| 2020 | -3.3% | 2.3% | -5.7% | 12.4% | 0.7% | -1.3% | 4.7% | 2.0% | 7.9% | 10.5% | 23.9% | 0.5% | 65.0% |
| 2021 | 10.1% | 3.4% | 7.0% | 9.8% | 3.0% | 1.0% | 0.5% | 5.4% | -0.6% | 1.3% | -2.9% | 15.7% | 66.6% |
| 2022 | -1.2% | -0.1% | 0.0% | -0.7% | -2.0% | -1.5% | 8.9% | -0.8% | -6.7% | -8.0% | 10.2% | 1.4% | -2.0% |
| 2023 | 0.7% | 3.5% | 5.7% | 2.8% | 12.9% | -1.0% | -1.9% | 4.8% | 0.7% | -2.2% | -1.6% | 2.6% | 29.4% |
| 2024 | -0.9% | 2.9% | 5.9% | -0.2% | 3.2% | 7.6% | -0.3% | -1.1% | 0.8% | -3.9% | 12.4% | 1.6% | 30.6% |
| 2025 | 4.4% | -0.3% | -1.2% | 6.3% | 1.2% | -0.8% | -3.0% | -0.1% | 2.0% | 5.0% | -0.8% | -3.4% | 9.2% |
| 2026 | -2.9% | -2.0% | 0.6% | 8.4% | 8.1% | 2.1% | -8.3% | 11.6% | 0.2% | - | - | - | 17.6% |