QQQM
Invesco NASDAQ 100 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-29
Executive Summary
The quantitative backtest for QQQM (Invesco NASDAQ 100 ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.9% (compared to the benchmark's drawdown of -22.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 22.0%, compared to a Buy-and-Hold benchmark return of 28.4%. The strategy executed 12 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for QQQM:
Excess Return MMA Active Model
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for QQQM:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ QQQM Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-18.9% (vs -22.7% B&H)
+3.8% shallower drawdown
Drawdown Shield
3.8% Cut
Protected capital vs -22.7% B&H
Capital Sheltered from Risk
14.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 QQQM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -11.20% | -11.96% | -18.89% | -35.04% | -18.89% | -22.70% |
| Sharpe Ratio | 1.19 | 1.18 | 1.03 | 0.59 | 1.17 | 1.20 |
| Sortino Ratio | 1.72 | 1.72 | 1.18 | 0.84 | 1.52 | 1.74 |
| CAGR | 25.02% | 25.63% | 16.79% | 14.44% | 22.04% | 28.35% |
| % Time Invested | 97.0% | 100.0% | 67.0% | 100.0% | 86.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.4 | 0.0 | 3.1 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for QQQM... Top Diversifiers for QQQM
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2026-03-17 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-07-08 | 2026-03-17 | Completed | 33.33% | $226.63 | $247.73 | 9.26% | Signal | |
| 2025-08-14 | 2025-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-05-01 | 2025-08-14 | Completed | 33.33% | $197.73 | $236.90 | 19.75% | Signal | |
| 2025-04-04 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $190.69 | $179.27 | -6.03% | Stop | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $190.69 | $179.15 | -6.10% | Signal | |
| 2023-01-18 | 2025-04-04 | Completed | 33.33% | $114.03 | $179.15 | 57.03% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $193.87 | $192.83 | -0.58% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $193.87 | $192.83 | -0.58% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $165.01 | $177.96 | 7.79% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $114.03 | $177.96 | 55.99% | Stop | |
| 2023-11-13 | 2023-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2023-01-18 | 2023-11-13 | Completed | 33.33% | $114.03 | $152.45 | 33.63% | Signal | |
| 2022-10-28 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2022-10-18 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income | |
| 2022-10-05 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2022-10-12 | 2022-10-28 | Completed | 33.33% | $105.82 | $109.24 | 3.18% | Signal | |
| 2022-10-07 | 2022-10-18 | Completed | 33.33% | $110.37 | $111.00 | 0.52% | Signal | |
| 2022-10-05 | 2022-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2022-10-05 | 2022-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |