System Detail
Qqqva
Intra day Long short system. This backtest uses 3x leverage.
Tear Sheet
QQQVA
Day Trading CAGR 51.07%
Sharpe 3.76
Max DD -16.57%
CAR/DD 3.08
Profit Factor 1.53
Exposure 23.34%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | 0.0% | 2.5% | -0.5% | 7.4% | 8.4% | -3.4% | 3.7% | 7.8% | 0.9% | 29.3% |
| 2008 | -7.0% | -4.1% | 5.2% | 16.8% | 7.8% | 4.9% | 3.9% | 11.8% | 9.0% | 9.6% | 30.6% | -7.9% | 107.0% |
| 2009 | 5.2% | 4.6% | 10.4% | 14.8% | -3.2% | 5.0% | 11.5% | -3.8% | -5.5% | 7.9% | 5.8% | -0.9% | 62.5% |
| 2010 | 3.9% | 6.8% | 0.3% | 4.8% | 6.0% | -4.0% | 1.4% | -0.2% | 4.1% | 0.9% | -0.1% | -1.1% | 24.7% |
| 2011 | 3.0% | 3.2% | 0.6% | -2.4% | 0.1% | 23.5% | 7.2% | 13.8% | 2.7% | 13.1% | 7.8% | -3.7% | 89.7% |
| 2012 | 1.3% | -1.0% | 2.7% | 5.3% | -4.7% | 18.8% | 10.5% | -2.7% | 4.2% | -2.0% | 6.0% | 4.7% | 49.6% |
| 2013 | -3.6% | 7.7% | -3.3% | 9.9% | -4.4% | 1.8% | 0.2% | -1.2% | -3.0% | 4.0% | 2.0% | 2.4% | 12.0% |
| 2014 | 7.4% | 5.7% | -2.7% | 10.0% | 4.3% | 2.5% | -1.1% | -1.8% | 2.4% | 11.8% | 0.2% | 4.5% | 51.3% |
| 2015 | 2.7% | -0.6% | 0.0% | 6.7% | 0.5% | 0.0% | 3.6% | 1.6% | -5.6% | 3.4% | 4.6% | 2.2% | 20.1% |
| 2016 | 6.7% | 10.3% | 4.2% | 5.3% | 6.5% | 5.6% | 2.2% | -2.9% | 2.0% | -0.8% | 0.2% | 5.9% | 55.0% |
| 2017 | 0.7% | -0.5% | 2.7% | 3.2% | 0.3% | 5.9% | -0.3% | 4.3% | -2.6% | 1.3% | 3.3% | -1.6% | 17.6% |
| 2018 | 2.5% | 8.3% | 6.3% | 5.0% | -5.5% | 4.0% | 13.2% | -1.4% | 2.8% | 13.7% | 8.4% | 0.0% | 72.4% |
| 2019 | 4.1% | 0.1% | 5.6% | -1.2% | 2.0% | 4.1% | 1.2% | -5.5% | 0.9% | 3.1% | 3.6% | 0.3% | 19.2% |
| 2020 | 5.1% | 5.0% | 4.3% | 12.6% | -2.9% | 0.7% | -0.2% | 3.9% | 6.7% | 0.8% | 1.4% | -0.9% | 41.8% |
| 2021 | 5.8% | 4.5% | 8.9% | -3.2% | 8.1% | 2.1% | 5.5% | 2.4% | -1.0% | 1.9% | 9.4% | 22.6% | 88.2% |
| 2022 | 3.7% | 4.5% | 12.0% | 17.9% | 31.7% | 2.0% | 12.4% | 4.5% | -4.5% | -2.0% | 11.9% | 1.1% | 138.8% |
| 2023 | 10.9% | 6.0% | 8.4% | 3.7% | 3.8% | 3.1% | -1.4% | 5.0% | 2.4% | 0.0% | 3.3% | -1.0% | 53.5% |
| 2024 | 8.2% | 2.9% | 2.1% | 7.2% | -1.7% | 6.4% | 0.6% | 3.6% | 14.4% | 2.4% | 0.7% | 5.4% | 65.3% |
| 2025 | 4.4% | -2.2% | 9.2% | -0.4% | 1.8% | 3.8% | -3.2% | 3.9% | -2.2% | -0.5% | 2.9% | 0.8% | 19.2% |
| 2026 | -5.1% | 7.0% | 2.6% | 7.2% | 7.3% | 7.1% | -4.9% | 5.9% | - | - | - | - | 29.6% |