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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.9% (compared to the benchmark's drawdown of -22.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 26.3%, compared to a Buy-and-Hold benchmark return of 28.4%. The strategy executed 3 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for QQQM:
Excess Return MMA
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 Active Model
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.
Switch to MMA to enable
🛡️ QQQM Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-17.9% (vs -22.7% B&H)
+4.8% shallower drawdown
Downside Efficiency
1.84 Sortino
+0.10 vs 1.74 B&H
Capital Sheltered from Risk
9.3% 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 | -11.96% | -11.96% | -17.91% | -35.04% | -17.91% | -22.70% |
| Sharpe Ratio | 1.18 | 1.18 | 1.17 | 0.59 | 1.33 | 1.20 |
| Sortino Ratio | 1.72 | 1.72 | 1.43 | 0.84 | 1.84 | 1.74 |
| CAGR | 25.63% | 25.63% | 20.00% | 14.44% | 26.34% | 28.35% |
| % Time Invested | 100.0% | 100.0% | 70.6% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 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 | ||||||||
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $193.87 | $191.12 | -1.47% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $114.03 | $177.96 | 55.99% | Stop | |
| 2022-10-24 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 2022-10-07 | 2022-10-24 | Completed | 100% | $110.37 | $110.74 | 0.29% | Signal | |
| 2022-10-05 | 2022-10-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |