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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:
Inverted: n/a Transformed: QQQM A=1000.0 B=0.1
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: 8292.42
Total net P/L: -1707.58 Total ROI: -17.08 %
CAGR: -4.08 % Max. DD: 18.13 %
System Score: -1.599 Sharpe Ratio: -0.806
Start Date: 2021-03-01 End Date: 2025-08-29
Total days: 1642
Commissions: 360.00 Comm.% P/L 26.71 %
Total Transactions: 360 Log. Linearity: 73.197 %
Total disabled Long enabled Short QQQM SPY
Total Profit/Loss -1347.58 0.00 -1347.58 -2072.83 725.25
Total Profit 3897.86 0.00 3897.86 4667.33 1678.91
Total Loss 5245.44 0.00 5245.44 6740.16 953.66
Profit Factor 0.74 0.00 0.74 0.69 1.76
Trades 90 0 90 90 90
Winning Trades 26 0 26 24 61
Losing Trades 64 0 64 66 29
% Profitable 28.00 0.00 28.00 26.00 67.00
Profit/Loss Per Trade % -0.16 0.00 -0.16 -0.26 0.08
Profit Per Trade % 1.70 0.00 1.70 2.19 0.30
Loss Per Trade % 0.90 0.00 0.90 1.12 0.37
Days In Trade 475 0 475 475 475
Days In Trade (Avg. Per Trade) 5.28 0.00 5.28 5.28 5.28
% Days In Trade 28.93 0.00 28.93 28.93 28.93
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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.