Moving Average (50/200)
QQQ
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-08
Trading Style:
Methodology:
QQQ Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 11.10% | 8.13% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.66 | 0.29 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -35.77% | -82.96% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 70.2% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.2 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-24 | 2026-04-07 | OPEN | 100% | $534.90 | $588.59 | 10.04% | Mark-to-Market |
| 2025-04-01 | 2025-06-24 | INTEREST | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2024-08-28 | 2025-04-01 | COMPLETED | 100% | $471.86 | $465.05 | -1.44% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-03-13 | 2024-08-06 | COMPLETED | 100% | $281.30 | $433.17 | 53.99% | Stop |
| 2023-01-20 | 2023-03-13 | INTEREST | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-01-18 | 2023-01-20 | COMPLETED | 100% | $277.75 | $271.55 | -2.23% | Signal |
| 2022-03-03 | 2023-01-18 | INTEREST | 100% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2022-02-16 | 2022-03-03 | COMPLETED | 100% | $344.58 | $340.79 | -1.10% | Signal |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-05-27 | 2022-01-25 | COMPLETED | 100% | $220.86 | $337.61 | 52.86% | Stop |
| 2020-05-04 | 2020-05-27 | INTEREST | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-24 | 2020-05-04 | COMPLETED | 100% | $173.75 | $204.22 | 17.54% | Signal |
| 2020-03-02 | 2020-03-24 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-02 | 2020-03-02 | COMPLETED | 100% | $174.51 | $201.30 | 15.35% | Stop |
| 2018-11-21 | 2019-04-02 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2016-05-04 | 2018-11-21 | COMPLETED | 100% | $97.91 | $153.79 | 57.07% | Stop |
| 2016-01-21 | 2016-05-04 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2015-11-13 | 2016-01-21 | COMPLETED | 100% | $103.32 | $93.99 | -9.04% | Stop |
| 2015-10-05 | 2015-11-13 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2015-09-17 | 2015-10-05 | COMPLETED | 100% | $98.83 | $97.04 | -1.82% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-01-23 | 2015-08-25 | COMPLETED | 100% | $60.48 | $94.30 | 55.91% | Stop |
| 2012-12-19 | 2013-01-23 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2011-12-06 | 2012-12-19 | COMPLETED | 100% | $50.46 | $59.42 | 17.74% | Signal |
| 2011-08-09 | 2011-12-06 | INTEREST | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2010-10-14 | 2011-08-09 | COMPLETED | 100% | $44.20 | $45.15 | 2.16% | Stop |
| 2010-09-22 | 2010-10-14 | INTEREST | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-09-17 | 2010-09-22 | COMPLETED | 100% | $42.09 | $42.51 | 1.00% | Signal |
| 2010-07-23 | 2010-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2010-06-01 | 2010-07-23 | COMPLETED | 100% | $39.47 | $39.65 | 0.45% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-02 | 2010-05-07 | COMPLETED | 100% | $31.29 | $40.16 | 28.35% | Stop |
| 2008-07-14 | 2009-06-02 | INTEREST | 100% | $1.00 | $1.03 | 2.86% | Interest Income |
| 2008-06-25 | 2008-07-14 | COMPLETED | 100% | $40.49 | $38.88 | -3.98% | Signal |
| 2008-02-06 | 2008-06-25 | INTEREST | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2008-02-04 | 2008-02-06 | COMPLETED | 100% | $39.20 | $37.77 | -3.64% | Signal |
| 2008-01-10 | 2008-02-04 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-10-24 | 2008-01-10 | COMPLETED | 100% | $36.21 | $40.79 | 12.65% | Stop |
| 2006-09-21 | 2006-10-24 | INTEREST | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2006-09-19 | 2006-09-21 | COMPLETED | 100% | $34.45 | $34.71 | 0.77% | Signal |
| 2006-06-16 | 2006-09-19 | INTEREST | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2005-07-14 | 2006-06-16 | COMPLETED | 100% | $32.98 | $33.00 | 0.07% | Signal |
| 2005-05-26 | 2005-07-14 | INTEREST | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2005-05-24 | 2005-05-26 | COMPLETED | 100% | $32.17 | $32.36 | 0.58% | Signal |
| 2005-05-02 | 2005-05-24 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-11-10 | 2005-05-02 | COMPLETED | 100% | $32.01 | $29.90 | -6.57% | Signal |
| 2004-10-11 | 2004-11-10 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2004-10-07 | 2004-10-11 | COMPLETED | 100% | $30.84 | $30.14 | -2.24% | Signal |
| 2004-07-22 | 2004-10-07 | INTEREST | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2003-03-10 | 2004-07-22 | COMPLETED | 100% | $20.52 | $29.10 | 41.77% | Signal |
| 2003-02-13 | 2003-03-10 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-27 | 2003-02-13 | COMPLETED | 100% | $20.63 | $20.12 | -2.45% | Signal |
| 2000-09-22 | 2003-01-27 | INTEREST | 100% | $1.00 | $1.12 | 11.70% | Interest Income |
| 2000-08-22 | 2000-09-22 | COMPLETED | 100% | $80.98 | $73.92 | -8.72% | Stop |
| 2000-07-31 | 2000-08-22 | INTEREST | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-06-05 | 2000-07-31 | COMPLETED | 100% | $77.82 | $73.92 | -5.01% | Stop |
| 2000-05-11 | 2000-06-05 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-04-28 | 2000-05-11 | COMPLETED | 100% | $78.93 | $69.80 | -11.56% | Stop |
| 2000-04-05 | 2000-04-28 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-02-01 | 2000-04-05 | COMPLETED | 100% | $75.53 | $82.25 | 8.90% | Stop |
| 2000-01-07 | 2000-02-01 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-12-22 | 2000-01-07 | COMPLETED | 100% | $75.24 | $69.96 | -7.01% | Stop |
| 1999-12-20 | 1999-12-22 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
