System Detail
Qqqva1
Intra day Long only system. This backtest uses 3x leverage.
Tear Sheet
QQQVA1
Day Trading CAGR 48.93%
Sharpe 3.73
Max DD -15.77%
CAR/DD 3.10
Profit Factor 1.53
Exposure 22.64%
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% | 2.4% | -0.1% | 6.5% | 9.5% | -0.8% | 1.7% | 5.2% | 2.5% | 29.8% |
| 2008 | -8.9% | -4.1% | 7.4% | 16.8% | 6.4% | 4.6% | 0.6% | 12.4% | 10.9% | 17.5% | 32.2% | -6.3% | 122.6% |
| 2009 | 5.9% | 2.7% | 8.2% | 11.9% | -2.4% | 3.0% | 12.2% | -5.8% | -0.9% | 6.1% | 4.6% | -1.6% | 51.5% |
| 2010 | 3.9% | 6.0% | -0.2% | 5.1% | 6.9% | -1.8% | 1.0% | 1.1% | 7.6% | 1.5% | 0.3% | -1.0% | 34.3% |
| 2011 | 3.7% | 3.6% | 1.2% | -3.0% | -1.1% | 24.3% | 7.0% | 11.2% | 4.0% | 7.6% | 3.1% | -4.6% | 69.4% |
| 2012 | 1.5% | -2.7% | 3.7% | 4.4% | -5.5% | 20.3% | 8.4% | -2.9% | 4.4% | -0.5% | 6.5% | 5.2% | 48.7% |
| 2013 | -3.4% | 6.7% | -3.0% | 10.3% | -0.6% | -0.1% | 0.3% | -1.4% | -4.2% | 1.4% | 1.6% | 2.2% | 9.2% |
| 2014 | 6.0% | 5.5% | -4.1% | 10.2% | 3.0% | 2.2% | -0.2% | -1.2% | 2.3% | 12.8% | -0.9% | 4.1% | 45.9% |
| 2015 | 2.4% | 1.7% | 2.8% | 3.5% | -0.1% | -0.9% | 5.2% | 1.6% | -7.5% | 1.2% | 4.8% | 0.4% | 15.4% |
| 2016 | 9.9% | 11.3% | 4.9% | 6.3% | 7.3% | 4.5% | 2.8% | -2.8% | 3.8% | -0.7% | 2.1% | 5.6% | 69.8% |
| 2017 | 0.9% | 0.0% | 2.2% | 3.0% | 2.2% | 4.3% | 1.3% | 6.4% | 0.6% | 2.2% | 4.4% | -0.4% | 30.4% |
| 2018 | 3.3% | 4.1% | 2.7% | -1.8% | -4.2% | 3.0% | 11.7% | -0.4% | 0.7% | 11.0% | 6.8% | -0.7% | 41.2% |
| 2019 | 5.5% | 0.0% | 3.1% | -1.5% | 0.4% | 0.5% | -1.8% | -4.7% | -3.3% | 1.5% | 4.8% | -0.1% | 4.0% |
| 2020 | 6.5% | 5.3% | 4.1% | 11.4% | -2.4% | 2.5% | -0.6% | 2.5% | 4.1% | 3.1% | 0.8% | -2.0% | 40.7% |
| 2021 | 5.4% | 5.6% | 11.0% | -3.9% | 7.9% | 2.8% | 6.2% | 2.2% | -2.0% | 3.2% | 6.9% | 25.0% | 93.3% |
| 2022 | 10.0% | 4.5% | 13.1% | 20.9% | 21.0% | 1.1% | 13.5% | 5.8% | -4.7% | -5.5% | 15.3% | 1.9% | 144.1% |
| 2023 | 8.7% | 2.9% | 8.4% | 6.0% | 2.6% | 3.4% | -1.6% | 6.2% | 4.7% | 1.2% | 3.8% | 1.6% | 59.0% |
| 2024 | 6.2% | 0.7% | 1.5% | 9.0% | -0.5% | 6.4% | 0.1% | 3.6% | 15.2% | 0.2% | -1.3% | 4.6% | 54.8% |
| 2025 | 5.4% | -4.0% | 6.4% | 0.4% | 0.8% | 5.3% | -4.3% | 1.7% | -2.5% | -0.7% | 3.7% | 0.2% | 12.5% |
| 2026 | -5.2% | 5.9% | 6.7% | 6.5% | 8.6% | 8.9% | -3.9% | 5.3% | - | - | - | - | 36.5% |