Entry: Buy TQQQ when QQQ Close ≥ MA(entry) | Exit: Sell when QQQ Close < MA(exit)
Cash yield: 4.5% | Starting capital: $100,000 | 10-year backtest
Sorted by Calmar ratio. Benchmarks pinned at top.
| Combo | CAGR | Total Return | Max DD | Sharpe | Sortino | Calmar | # Trades | Win Rate | In Market | Final Equity |
|---|---|---|---|---|---|---|---|---|---|---|
| TQQQ Buy & Hold | 36.0% | 2043.8% | -81.7% | 0.80 | 1.02 | 0.44 | 1 | 100.0% | 100.0% | $2,143,830 |
| QQQ Buy & Hold | 19.2% | 475.0% | -35.1% | 0.90 | 1.14 | 0.55 | 1 | 100.0% | 100.0% | $574,984 |
| SMA/SMA SMA23/SMA50 | 42.0% | 2765.4% | -39.0% | 1.05 | 1.17 | 1.08 | 100 | 63.0% | 72.9% | $2,865,370 |
| SMA/SMA SMA50/SMA15 | 36.9% | 1915.8% | -36.4% | 1.01 | 1.06 | 1.01 | 223 | 74.9% | 65.6% | $2,015,791 |
| SMA/SMA SMA20/SMA50 | 37.9% | 2065.9% | -40.1% | 0.97 | 1.08 | 0.94 | 111 | 67.6% | 73.5% | $2,165,941 |
| SMA/SMA SMA25/SMA50 | 45.7% | 3559.5% | -48.6% | 1.10 | 1.23 | 0.94 | 93 | 62.4% | 72.6% | $3,659,516 |
| EMA/SMA EMA50/SMA10 | 35.6% | 1837.3% | -38.8% | 0.98 | 1.00 | 0.92 | 293 | 73.0% | 65.6% | $1,937,327 |
| Metric | SMA23/SMA50 | SMA50/SMA15 | SMA20/SMA50 | SMA25/SMA50 | EMA50/SMA10 |
|---|---|---|---|---|---|
| CAGR | 42.0% | 36.9% | 37.9% | 45.7% | 35.6% |
| Total Return | 2765.4% | 1915.8% | 2065.9% | 3559.5% | 1837.3% |
| Max Drawdown | -39.0% | -36.4% | -40.1% | -48.6% | -38.8% |
| Sharpe | 1.05 | 1.01 | 0.97 | 1.10 | 0.98 |
| Sortino | 1.17 | 1.06 | 1.08 | 1.23 | 1.00 |
| Calmar | 1.08 | 1.01 | 0.94 | 0.94 | 0.92 |
| # Trades | 100 | 223 | 111 | 93 | 293 |
| Win Rate | 63.0% | 74.9% | 67.6% | 62.4% | 73.0% |
| Time in Market | 72.9% | 65.6% | 73.5% | 72.6% | 65.6% |
| Final Equity | $2,865,370 | $2,015,791 | $2,165,941 | $3,659,516 | $1,937,327 |
| 2016 | -9.7% | -13.3% | -11.8% | -9.7% | 16.1% |
| 2017 | 73.5% | 68.5% | 85.8% | 76.8% | 68.0% |
| 2018 | 12.3% | 32.8% | 0.3% | 15.8% | -12.0% |
| 2019 | 58.7% | 35.8% | 58.7% | 69.1% | 53.8% |
| 2020 | 153.1% | 205.0% | 119.5% | 119.5% | 112.0% |
| 2021 | 30.6% | 18.4% | 31.1% | 29.0% | 12.2% |
| 2022 | -23.6% | -24.5% | -31.6% | -2.9% | -16.5% |
| 2023 | 131.7% | 112.5% | 132.8% | 117.7% | 139.9% |
| 2024 | 39.0% | 18.3% | 27.5% | 39.0% | 0.6% |
| 2025 | 53.8% | 19.1% | 68.6% | 62.9% | 70.0% |
| 2026 | -17.9% | -6.2% | -15.8% | -13.6% | -9.9% |