QQQM
Invesco NASDAQ 100 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-16
Executive Summary
The quantitative backtest for QQQM (Invesco NASDAQ 100 ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.3% (compared to the benchmark's drawdown of -35.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.1%, compared to a Buy-and-Hold benchmark return of 15.9%. The strategy executed 45 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.
📊 Mathematical Model
Excess Return MMA Active
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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
QQQM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.06% | 27.36% | 9.49% | 15.34% | 10.11% | 15.92% |
| Sharpe Ratio | 1.56 | 1.31 | 0.66 | 0.63 | 0.71 | 0.66 |
| Max Drawdown | -7.30% | -11.96% | -23.27% | -35.04% | -23.27% | -35.04% |
| % Time Invested | 93.7% | 100.0% | 87.5% | 100.0% | 88.0% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 8.2 | 0.0 | 8.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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 14 days) require a Premium subscription. Upgrade to Premium to Unlock | ||||||||
| 2026-04-10 | 2026-06-22 | Completed | 33.33% | $251.63 | $305.56 | 21.37% | Signal | |
| 2026-03-18 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-13 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2026-02-27 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-07-08 | 2026-03-18 | Completed | 33.33% | $226.63 | $247.03 | 8.95% | Signal | |
| 2026-03-06 | 2026-03-13 | Completed | 33.33% | $246.56 | $246.31 | -0.15% | Signal | |
| 2026-01-26 | 2026-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-05-27 | 2026-02-27 | Completed | 33.33% | $211.15 | $247.63 | 17.22% | Signal | |
| 2026-01-21 | 2026-01-26 | Completed | 33.33% | $250.30 | $255.95 | 2.21% | Signal | |
| 2025-12-26 | 2026-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-12 | 2025-12-26 | Completed | 33.33% | $255.16 | $256.52 | 0.48% | Signal | |
| 2025-11-19 | 2025-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-09-26 | 2025-11-19 | Completed | 33.33% | $243.71 | $244.88 | 0.43% | Signal | |
| 2025-09-04 | 2025-09-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-09-04 | Completed | 33.33% | $191.13 | $233.80 | 22.27% | Signal | |
| 2025-04-04 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2025-03-11 | 2025-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-03 | 2025-04-07 | Completed | 33.33% | $186.69 | $167.04 | -10.57% | Signal | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $190.69 | $179.15 | -6.10% | Signal | |
| 2025-03-05 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-09-30 | 2025-03-11 | Completed | 33.33% | $198.02 | $192.83 | -2.67% | Signal | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $193.87 | $192.83 | -0.58% | Stop | |
| 2025-01-29 | 2025-03-05 | Completed | 33.33% | $213.39 | $202.61 | -5.10% | Stop | |
| 2025-01-03 | 2025-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-02 | 2025-01-03 | Completed | 33.33% | $208.33 | $209.65 | 0.58% | Signal | |
| 2024-11-07 | 2024-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-04 | 2024-11-07 | Completed | 33.33% | $198.71 | $207.28 | 4.26% | Signal | |
| 2024-09-12 | 2024-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-06 | 2024-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2024-08-19 | 2024-09-12 | Completed | 33.33% | $193.39 | $190.77 | -1.40% | Signal | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-06-06 | 2024-08-06 | Completed | 33.33% | $188.63 | $177.96 | -5.70% | Stop | |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $165.01 | $177.96 | 7.79% | Stop | |
| 2024-05-08 | 2024-07-26 | Completed | 33.33% | $177.83 | $188.31 | 5.84% | Stop | |
| 2024-05-07 | 2024-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2024-04-15 | 2024-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2023-11-07 | 2024-05-07 | Completed | 33.33% | $149.78 | $179.07 | 19.49% | Signal | |
| 2024-02-07 | 2024-04-15 | Completed | 33.33% | $174.59 | $179.60 | 2.82% | Signal | |
| 2024-01-16 | 2024-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-21 | 2024-01-16 | Completed | 33.33% | $157.38 | $165.63 | 5.19% | Signal | |
| 2023-11-13 | 2023-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2023-10-30 | 2023-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-11-13 | Completed | 33.33% | $114.03 | $152.45 | 33.63% | Signal | |
| 2023-09-18 | 2023-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-10-17 | 2023-10-30 | Completed | 33.33% | $147.95 | $140.69 | -4.95% | Signal | |
| 2023-09-25 | 2023-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-05 | 2023-09-25 | Completed | 33.33% | $152.16 | $144.36 | -5.17% | Signal | |
| 2023-02-14 | 2023-09-18 | Completed | 33.33% | $121.94 | $149.37 | 22.44% | Signal | |
| 2023-08-10 | 2023-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-05-24 | 2023-08-10 | Completed | 33.33% | $133.60 | $149.80 | 12.07% | Signal | |
| 2023-05-02 | 2023-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-24 | 2023-05-02 | Completed | 33.33% | $124.69 | $129.88 | 4.11% | Signal | |
| 2023-03-02 | 2023-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-17 | 2023-03-02 | Completed | 33.33% | $113.04 | $116.16 | 2.71% | Signal | |
| 2023-01-23 | 2023-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-12-06 | 2023-01-23 | Completed | 33.33% | $115.41 | $114.12 | -1.17% | Signal | |
| 2022-03-02 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-12-19 | 2023-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2022-10-26 | 2022-12-19 | Completed | 33.33% | $111.76 | $110.21 | -1.44% | Signal | |
| 2022-09-19 | 2022-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2022-08-31 | 2022-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2022-08-08 | 2022-09-19 | Completed | 33.33% | $129.11 | $114.87 | -11.08% | Stop | |
| 2022-07-08 | 2022-08-31 | Completed | 33.33% | $117.01 | $121.79 | 4.03% | Stop | |
| 2022-05-06 | 2022-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-03 | 2022-06-14 | Completed | 33.33% | $123.59 | $111.05 | -10.19% | Stop | |
| 2022-04-19 | 2022-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-03 | 2022-05-06 | Completed | 33.33% | $127.28 | $124.45 | -2.27% | Signal | |
| 2022-01-25 | 2022-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-03-23 | 2022-04-19 | Completed | 33.33% | $141.61 | $135.17 | -4.60% | Stop | |
| 2022-02-25 | 2022-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-16 | 2022-03-02 | Completed | 33.33% | $141.28 | $137.01 | -3.07% | Signal | |
| 2022-02-11 | 2022-02-25 | Completed | 33.33% | $143.20 | $136.24 | -4.91% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-18 | 2022-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-11-17 | 2022-01-25 | Completed | 33.33% | $158.61 | $138.38 | -12.80% | Stop | |
| 2021-04-15 | 2022-01-25 | Completed | 33.33% | $134.97 | $138.38 | 2.48% | Stop | |
| 2021-12-30 | 2022-01-18 | Completed | 33.33% | $160.24 | $149.50 | -6.75% | Signal | |
| 2021-12-07 | 2021-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-10-20 | 2021-12-07 | Completed | 33.33% | $149.88 | $156.77 | 4.54% | Signal | |
| 2021-10-26 | 2021-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-22 | 2021-10-26 | Completed | 33.33% | $134.85 | $151.61 | 12.37% | Signal | |
| 2021-09-23 | 2021-10-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-01 | 2021-09-23 | Completed | 33.33% | $133.39 | $147.82 | 10.76% | Signal | |
| 2021-05-07 | 2021-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-15 | 2021-05-07 | Completed | 33.33% | $134.97 | $133.10 | -1.43% | Signal | |
| 2021-04-13 | 2021-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-13 | 2021-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-13 | 2021-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |