System Detail
Qqqva
Intra day Long short system. This backtest uses 3x leverage.
Tear Sheet
QQQVA
Day Trading CAGR 52.47%
Sharpe 3.82
Max DD -19.72%
CAR/DD 2.66
Profit Factor 1.55
Exposure 23.51%
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% | 2.9% | -0.8% | 8.0% | 7.5% | -1.7% | 6.8% | 9.0% | -0.1% | 35.3% |
| 2008 | -6.2% | -4.1% | 1.4% | 10.6% | 7.9% | 4.9% | 4.9% | 12.2% | 9.0% | 9.7% | 27.2% | -6.1% | 92.1% |
| 2009 | 7.8% | 5.6% | 10.6% | 12.1% | -3.4% | 4.9% | 11.1% | -3.9% | -6.3% | 8.6% | 5.1% | -0.9% | 61.7% |
| 2010 | 3.8% | 6.9% | 1.3% | 6.0% | 10.1% | -2.8% | 8.0% | -1.4% | 3.9% | 2.3% | 0.3% | -1.5% | 42.6% |
| 2011 | 1.2% | 3.4% | 2.0% | -2.3% | 0.9% | 23.8% | 8.1% | 12.3% | 3.5% | 11.5% | 11.1% | -3.9% | 95.0% |
| 2012 | -0.7% | -1.8% | 2.7% | 5.8% | -5.4% | 18.5% | 9.9% | -2.3% | 3.3% | -2.0% | 5.6% | 4.5% | 42.3% |
| 2013 | -3.0% | 7.8% | -2.7% | 8.9% | -3.4% | 0.3% | 0.2% | -0.5% | -2.2% | 2.9% | 2.0% | 1.1% | 11.1% |
| 2014 | 6.6% | 5.7% | -4.2% | 9.7% | 4.3% | 3.3% | -1.1% | -1.8% | 2.1% | 10.6% | -0.7% | 4.5% | 45.4% |
| 2015 | 0.4% | 1.5% | 0.9% | 6.7% | 0.5% | 0.1% | 3.0% | 1.6% | -5.2% | 1.4% | 4.7% | 1.6% | 18.0% |
| 2016 | 9.2% | 6.0% | 4.1% | 4.3% | 6.7% | 6.3% | 2.4% | -1.4% | 1.8% | -0.4% | 0.4% | 5.9% | 55.2% |
| 2017 | 0.7% | -0.5% | 2.5% | 2.6% | 0.0% | 6.3% | 0.4% | 4.7% | -0.2% | 1.3% | 3.1% | -1.2% | 21.2% |
| 2018 | 3.0% | 8.3% | 5.5% | 4.2% | -6.1% | 3.7% | 10.0% | -1.4% | 4.0% | 12.9% | 13.3% | 0.3% | 72.7% |
| 2019 | 3.2% | -0.3% | 5.1% | -0.9% | 2.1% | 1.9% | 1.2% | -5.1% | -0.7% | 1.4% | 4.0% | 0.5% | 12.7% |
| 2020 | 3.9% | 4.5% | 5.0% | 9.7% | -0.9% | 1.3% | -0.1% | 4.0% | 7.2% | 0.8% | 1.4% | -1.0% | 41.6% |
| 2021 | 6.0% | 5.4% | 10.9% | -0.4% | 8.4% | 0.9% | 6.1% | 2.4% | -1.4% | 2.1% | 9.4% | 23.4% | 99.3% |
| 2022 | 3.5% | 5.4% | 12.0% | 20.7% | 31.7% | -0.7% | 16.0% | 4.4% | -4.9% | -1.9% | 11.9% | -0.1% | 143.6% |
| 2023 | 10.1% | 9.2% | 6.9% | 5.3% | 7.5% | 1.4% | -1.3% | 4.9% | 3.1% | 1.7% | 3.3% | -0.5% | 64.7% |
| 2024 | 7.4% | 4.3% | 2.6% | 9.4% | -2.3% | 6.4% | 0.7% | 4.3% | 13.6% | 2.4% | 2.0% | 5.5% | 71.8% |
| 2025 | 3.4% | -2.8% | 8.1% | -1.0% | 1.3% | 3.8% | -2.3% | 3.0% | -2.3% | -0.5% | 8.8% | 1.3% | 21.8% |
| 2026 | -5.9% | 5.7% | 2.5% | 5.8% | 6.1% | - | - | - | - | - | - | - | 14.5% |