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Model: Residual
HQ Backtest QQQ vs SOXX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0025 709.18 49375760
SOXX iShares Semiconductor ETF 0.0061 497.4 7963774
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 20
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 100000.00 Final Equity: 94502.10
Total net P/L: -5497.90 Total ROI: -5.50 %
CAGR: -0.99 % Max. DD: 17.16 %
System Score: -0.000 Sharpe Ratio: -0.219
Start Date: 2021-01-04 End Date: 2026-08-31
Total days: 2065
Commissions: 474.50 Comm.% P/L 9.45 %
Total Transactions: 408 Log. Linearity: 0.001 %
Total enabled Long enabled Short QQQ SOXX
Total Profit/Loss -5023.40 -12842.77 7819.37 -11483.67 6460.27
Total Profit 60634.33 23668.63 36965.71 64359.79 121902.10
Total Loss 65657.73 36511.39 29146.34 75843.46 115441.83
Profit Factor 0.92 0.65 1.27 0.85 1.06
Trades 102 44 58 102 102
Winning Trades 54 20 34 54 53
Losing Trades 48 24 24 48 49
% Profitable 52.00 45.00 58.00 52.00 51.00
Profit/Loss Per Trade % -0.05 -0.32 0.15 -0.14 0.04
Profit Per Trade % 1.21 1.27 1.18 1.27 2.46
Loss Per Trade % 1.44 1.60 1.27 1.69 2.48
Days In Trade 1210 482 728 1210 1210
Days In Trade (Avg. Per Trade) 11.86 10.95 12.55 11.86 11.86
% Days In Trade 58.60 23.34 35.25 58.60 58.60
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Trade Log
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.