Invesco QQQ Trust (QQQ) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to QQQ's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.93%.   Win rate: 80.0%.   Sharpe Ratio: -0.01.   Maximum drawdown: -30.68% on 28 December 2022.
Mean CAGR: 113.89%. Time in market: 1271 days.   Hypothetical return: $1000 would be worth $1530.86 on 23 May 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Nasdaq 100

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (80.0% * 8.49%) + (20.0% * 0.70%) - (0% * 0%) = 6.93%.
Wins: 8 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
13 March 2026   MEDIUM   smart_toy0.925  factory0.489   50 Day Low $ 596.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
04 April 2025   MEDIUM   smart_toy0.978  factory0.778   FIRE SALE 50 Day Low $ 430.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
04 March 2025   MEDIUM   smart_toy0.963  factory0.689   50 Day Low $ 494.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 August 2024   MEDIUM   smart_toy0.793  factory0.842   50 Day Low $ 449.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 April 2024   MEDIUM   smart_toy0.826  factory0.49   50 Day Low $ 424.95 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
26 September 2023   MEDIUM   smart_toy0.743  factory0.662   50 Day Low $ 355.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 December 2022   MEDIUM   smart_toy0.92  factory0.677   50 Day Low $ 261.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
03 November 2022   HIGH   smart_toy0.854  factory0.721   FIRE SALE 50 Day Low $ 261.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
22 September 2022   MEDIUM   smart_toy0.977  factory0.715   FIRE SALE 50 Day Low $ 281.04 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 June 2022   MEDIUM   smart_toy0.966  factory0.9   FIRE SALE 50 Day Low $ 277.58 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
27 April 2022   MEDIUM   smart_toy0.829  factory0.786   50 Day Low $ 317.00 select_check_box select_check_box select_check_box select_check_box select_check_box
18 February 2022   LOW   smart_toy0.863  factory0.662   FIRE SALE 50 Day Low $ 343.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 January 2022   LOW   smart_toy0.821  factory0.554   50 Day Low $ 377.46 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2021   LOW   smart_toy0.775  factory0.525   50 Day Low $ 359.46 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box

 

The data for Invesco QQQ Trust (exchange: XNAS symbol: QQQ) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.