Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-grid-v2
HQ Backtest QQQM vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQM Invesco NASDAQ 100 ETF 0 237.15 2812103
SPY SPDR S&P 500 ETF Trust 0.0087 647.24 66072266
Entry Threshold: 2.50 Exit Threshold: -0.50
Max Duration: 15 Entry Mode: Simple Reversals:
Ve: auto Neutrality: beta
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 8812.99
Total net P/L: -1187.01 Total ROI: -11.87 %
CAGR: -2.77 % Max. DD: 13.78 %
System Score: -1.787 Sharpe Ratio: -1.643
Start Date: 2021-03-01 End Date: 2025-08-29
Total days: 1642
Commissions: 532.00 Comm.% P/L 81.22 %
Total Transactions: 532 Log. Linearity: 86.408 %
Total enabled Long enabled Short QQQM SPY
Total Profit/Loss -655.01 -82.36 -572.65 -1406.36 751.35
Total Profit 2301.30 1203.43 1097.87 5891.83 5306.76
Total Loss 2956.31 1285.79 1670.52 7298.19 4555.41
Profit Factor 0.78 0.94 0.66 0.81 1.16
Trades 133 63 70 133 133
Winning Trades 75 38 37 78 57
Losing Trades 58 25 33 55 76
% Profitable 56.00 60.00 52.00 58.00 42.00
Profit/Loss Per Trade % -0.05 -0.01 -0.09 -0.12 0.06
Profit Per Trade % 0.33 0.34 0.32 0.81 1.00
Loss Per Trade % 0.54 0.53 0.55 1.42 0.64
Days In Trade 1074 408 666 1074 1074
Days In Trade (Avg. Per Trade) 8.08 6.48 9.51 8.08 8.08
% Days In Trade 65.41 24.85 40.56 65.41 65.41
loading
Trade Log
loading
FB LN TW

© 2011 - 2025 Quantverse OÜ. All Rights Reserved.

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.