System Detail
Qqqva1
Intra day Long only system. This backtest uses 3x leverage.
Tear Sheet
QQQVA1
Day Trading CAGR 52.64%
Sharpe 3.94
Max DD -16.38%
CAR/DD 3.21
Profit Factor 1.50
Exposure 22.92%
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% | 2.7% | -0.9% | 6.9% | 7.0% | -0.8% | 3.4% | 5.7% | 1.7% | 28.4% |
| 2008 | -5.8% | -4.1% | 8.3% | 16.1% | 3.6% | 4.6% | 2.5% | 12.8% | 10.9% | 12.4% | 28.8% | -1.5% | 125.0% |
| 2009 | 5.9% | 2.7% | 9.7% | 11.9% | -0.2% | 3.0% | 10.3% | -4.8% | -1.8% | 7.2% | 5.9% | -1.4% | 58.6% |
| 2010 | 3.9% | 6.2% | -0.5% | 6.5% | 7.0% | -1.3% | 9.0% | -0.9% | 7.7% | 0.8% | 0.0% | -1.7% | 42.5% |
| 2011 | 2.0% | 2.3% | 2.6% | -2.4% | -0.7% | 23.8% | 8.7% | 9.8% | 4.0% | 6.7% | 4.6% | -2.4% | 73.8% |
| 2012 | 1.5% | -2.6% | 2.9% | 5.3% | -6.2% | 18.7% | 8.2% | -1.9% | 3.6% | -2.6% | 6.4% | 5.0% | 42.6% |
| 2013 | -3.1% | 6.6% | -3.2% | 9.3% | -1.4% | -0.6% | 0.2% | -0.5% | -4.0% | 3.1% | 2.9% | 1.7% | 10.6% |
| 2014 | 5.3% | 5.7% | -4.4% | 10.9% | 3.1% | 3.1% | -0.2% | -1.2% | 1.6% | 12.6% | -1.5% | 4.1% | 44.9% |
| 2015 | 0.1% | 2.3% | 3.3% | 6.0% | -0.1% | 0.2% | 3.2% | 10.5% | -2.5% | 1.8% | 4.9% | 0.9% | 34.5% |
| 2016 | 12.5% | 11.5% | 4.8% | 5.4% | 7.5% | 4.5% | 3.0% | -1.4% | 3.0% | -1.0% | 1.3% | 5.6% | 72.2% |
| 2017 | 0.9% | 0.1% | 3.0% | 2.3% | 2.1% | 6.0% | 0.3% | 5.0% | 1.1% | 2.2% | 4.3% | 0.4% | 31.4% |
| 2018 | 3.6% | 9.3% | 2.7% | 5.6% | -4.6% | 2.2% | 8.6% | -0.4% | 1.5% | 10.3% | 11.5% | -0.4% | 60.9% |
| 2019 | 4.7% | 0.2% | 2.9% | -1.6% | 0.4% | -1.1% | -2.1% | -4.4% | -2.4% | -0.5% | 4.9% | -0.1% | 0.6% |
| 2020 | 4.2% | 4.9% | 5.9% | 10.6% | -0.6% | 2.2% | -0.6% | 2.7% | 6.9% | 4.1% | 0.1% | -2.0% | 45.2% |
| 2021 | 5.8% | 5.8% | 11.9% | -3.7% | 8.3% | 1.8% | 7.0% | 2.2% | -1.6% | 3.4% | 6.9% | 22.4% | 93.5% |
| 2022 | 10.0% | 5.4% | 13.1% | 22.7% | 24.1% | 3.0% | 13.1% | 6.1% | -4.6% | -3.9% | 15.8% | 0.9% | 164.5% |
| 2023 | 11.6% | 6.5% | 8.7% | 6.0% | 5.1% | 3.2% | -1.9% | 5.8% | 5.1% | 0.8% | 3.8% | 0.0% | 69.5% |
| 2024 | 7.1% | 2.6% | 2.8% | 10.3% | -1.1% | 5.5% | 0.1% | 4.3% | 14.1% | 0.0% | -1.3% | 4.8% | 60.4% |
| 2025 | 3.7% | -5.6% | 5.3% | -1.1% | 1.5% | 5.3% | -3.3% | 1.7% | -2.9% | -1.6% | 3.5% | -0.5% | 5.7% |
| 2026 | -5.0% | 3.1% | 7.7% | 4.3% | 7.2% | - | - | - | - | - | - | - | 17.9% |