| Metric | QQQ | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 19.9% | 35.89% |
| CAGR﹪ | 45.03% | 87.44% |
| Sharpe | 1.74 | 1.42 |
| Prob. Sharpe Ratio | 88.62% | 83.72% |
| Smart Sharpe | 1.65 | 1.35 |
| Sortino | 2.7 | 2.06 |
| Smart Sortino | 2.55 | 1.95 |
| Sortino/√2 | 1.91 | 1.46 |
| Smart Sortino/√2 | 1.8 | 1.38 |
| Omega | 1.32 | 1.25 |
| Max Drawdown | -11.22% | -31.29% |
| Max DD Date | 2026-07-29 | 2026-07-29 |
| Max DD Period Start | 2026-06-03 | 2026-06-23 |
| Max DD Period End | 2026-08-11 | 2026-08-11 |
| Longest DD Days | 70 | 50 |
| Volatility (ann.) | 22.84% | 54.67% |
| R^2 | 0.76 | 0.76 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 4.01 | 2.79 |
| Skew | -0.09 | -0.18 |
| Kurtosis | 0.53 | 0.14 |
| Ulcer Performance Index | 5.24 | 3.63 |
| Risk-Adjusted Return | 45.03% | 87.44% |
| Risk-Return Ratio | 0.11 | 0.09 |
| Avg. Return | 0.16% | 0.31% |
| Avg. Win | 1.22% | 2.81% |
| Avg. Loss | -1.18% | -3.21% |
| Win/Loss Ratio | 1.03 | 0.88 |
| Profit Ratio | 0.99 | 0.55 |
| Expected Daily | 0.15% | 0.25% |
| Expected Monthly | 2.63% | 4.48% |
| Expected Yearly | 19.9% | 35.89% |
| Kelly Criterion | 8.79% | 14.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -5.36% |
| Expected Shortfall (cVaR) | -3.49% | -6.37% |
| Max Consecutive Wins | 13 | 6 |
| Max Consecutive Losses | 6 | 6 |
| Gain/Pain Ratio | 0.32 | 0.25 |
| Gain/Pain (1M) | 1.72 | 1.37 |
| Payoff Ratio | 1.03 | 0.88 |
| Profit Factor | 1.32 | 1.25 |
| Common Sense Ratio | 1.74 | 1.19 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.32 | 0.95 |
| Outlier Win Ratio | 2.81 | 3.0 |
| Outlier Loss Ratio | 2.94 | 2.36 |
| MTD | 4.43% | 8.25% |
| 3M | 1.13% | -3.1% |
| 6M | 19.9% | 35.89% |
| YTD | 19.9% | 35.89% |
| 1Y | 19.9% | 35.89% |
| 3Y (ann.) | 45.03% | 87.44% |
| 5Y (ann.) | 45.03% | 87.44% |
| 10Y (ann.) | 45.03% | 87.44% |
| All-time (ann.) | 45.03% | 87.44% |
| Best Day | 3.4% | 10.54% |
| Worst Day | -4.8% | -8.4% |
| Best Month | 15.69% | 32.56% |
| Worst Month | -6.57% | -22.67% |
| Best Year | 19.9% | 35.89% |
| Worst Year | 19.9% | 35.89% |
| Avg. Drawdown | -2.18% | -6.19% |
| Avg. Drawdown Days | 10 | 10 |
| Recovery Factor | 1.73 | 1.21 |
| Ulcer Index | 0.04 | 0.1 |
| Serenity Index | 0.84 | 0.56 |
| Avg. Up Month | 7.95% | 15.98% |
| Avg. Down Month | -5.71% | -14.2% |
| Win Days | 53.66% | 60.16% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 33.33% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 2.09 |
| Alpha | - | -0.06 |
| Correlation | - | 87.46% |
| Treynor Ratio | - | 17.15% |
| Year | QQQ | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 19.90 | 35.89 | 1.80 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-08-11 | -31.29 | 50 |
| 2026-02-26 | 2026-04-07 | -15.03 | 41 |
| 2026-06-03 | 2026-06-18 | -12.42 | 16 |
| 2026-05-15 | 2026-05-22 | -7.10 | 8 |
| 2026-05-07 | 2026-05-08 | -4.09 | 2 |
| 2026-04-28 | 2026-04-29 | -3.95 | 2 |
| 2026-05-12 | 2026-05-13 | -2.39 | 2 |
| 2026-02-23 | 2026-02-24 | -1.77 | 2 |
| 2026-04-23 | 2026-04-23 | -1.71 | 1 |
| 2026-04-21 | 2026-04-21 | -0.59 | 1 |