Backtest Results
QQQ · QQQ/SPY/CASH 非对称频率动量轮动（月频出场 + 周频回场） · 2013-11-21T00:00:00+00:00 — 2026-06-29T00:00:00+00:00
Performance
Return (MTM)
+487.31%
Realized Return
+487.31%
Buy & Hold
+869.74%
Max Drawdown
-28.65%
B&H Max DD
-35.12%
Sharpe (Ann.)
0.89
Win Rate
62.96%
Total Trades
37
Avg Hold
97.7 bars
* MTM return includes unrealized P&L from the current open position.
Equity Curve
Price & MA Overlay
Trade History
| # | Asset | Entry | Entry Price | Exit | Exit Price | Hold | Status | P&L |
|---|---|---|---|---|---|---|---|---|
| 1 | SPY | 2013-12-03T00:00:00+00:00 | $145.37 | 2014-02-03T00:00:00+00:00 | $144.56 | 41b | closed | -0.76% |
| 2 | QQQ | 2014-02-03T00:00:00+00:00 | $77.99 | 2015-09-01T00:00:00+00:00 | $93.96 | 398b | closed | +20.24% |
| 3 | QQQ | 2015-11-03T00:00:00+00:00 | $105.93 | 2016-02-02T00:00:00+00:00 | $96.54 | 61b | closed | -9.04% |
| 4 | QQQ | 2016-04-01T00:00:00+00:00 | $101.12 | 2016-05-03T00:00:00+00:00 | $98.72 | 22b | closed | -2.57% |
| 5 | SPY | 2016-05-31T00:00:00+00:00 | $178.89 | 2016-09-01T00:00:00+00:00 | $185.64 | 66b | closed | +3.56% |
| 6 | QQQ | 2016-09-01T00:00:00+00:00 | $108.81 | 2016-11-01T00:00:00+00:00 | $109.75 | 42b | closed | +0.66% |
| 7 | SPY | 2016-11-01T00:00:00+00:00 | $182.76 | 2017-02-01T00:00:00+00:00 | $196.44 | 62b | closed | +7.27% |
| 8 | QQQ | 2017-02-01T00:00:00+00:00 | $117.83 | 2018-11-01T00:00:00+00:00 | $162.1 | 442b | closed | +37.29% |
| 9 | QQQ | 2018-11-12T00:00:00+00:00 | $162.33 | 2019-03-01T00:00:00+00:00 | $166.74 | 73b | closed | +2.51% |
| 10 | SPY | 2019-03-01T00:00:00+00:00 | $251.52 | 2019-04-02T00:00:00+00:00 | $257.67 | 22b | closed | +2.24% |
| 11 | QQQ | 2019-04-02T00:00:00+00:00 | $174.51 | 2019-06-03T00:00:00+00:00 | $166.12 | 42b | closed | -5% |
| 12 | SPY | 2019-06-10T00:00:00+00:00 | $260.67 | 2019-08-01T00:00:00+00:00 | $269.39 | 37b | closed | +3.14% |
| 13 | QQQ | 2019-08-01T00:00:00+00:00 | $183.72 | 2019-09-04T00:00:00+00:00 | $179.89 | 23b | closed | -2.28% |
| 14 | SPY | 2019-09-04T00:00:00+00:00 | $265.36 | 2019-11-01T00:00:00+00:00 | $277.29 | 42b | closed | +4.29% |
| 15 | QQQ | 2019-11-01T00:00:00+00:00 | $190.34 | 2020-04-01T00:00:00+00:00 | $178.45 | 103b | closed | -6.43% |
| 16 | QQQ | 2020-05-01T00:00:00+00:00 | $207.16 | 2021-09-01T00:00:00+00:00 | $370.2 | 337b | closed | +78.35% |
| 17 | SPY | 2021-09-01T00:00:00+00:00 | $424.07 | 2021-11-02T00:00:00+00:00 | $432.63 | 43b | closed | +1.81% |
| 18 | QQQ | 2021-11-02T00:00:00+00:00 | $376.21 | 2022-01-03T00:00:00+00:00 | $388.62 | 42b | closed | +3.09% |
| 19 | SPY | 2022-01-03T00:00:00+00:00 | $449.31 | 2022-03-01T00:00:00+00:00 | $410.39 | 39b | closed | -8.85% |
| 20 | SPY | 2023-03-01T00:00:00+00:00 | $379.06 | 2023-05-02T00:00:00+00:00 | $399.14 | 43b | closed | +5.09% |
| 21 | QQQ | 2023-05-02T00:00:00+00:00 | $316.51 | 2024-09-04T00:00:00+00:00 | $454.41 | 337b | closed | +43.28% |
| 22 | SPY | 2024-09-04T00:00:00+00:00 | $538.86 | 2024-10-01T00:00:00+00:00 | $563.31 | 19b | closed | +4.33% |
| 23 | QQQ | 2024-10-01T00:00:00+00:00 | $483.85 | 2024-12-03T00:00:00+00:00 | $509.89 | 44b | closed | +5.17% |
| 24 | SPY | 2024-12-03T00:00:00+00:00 | $592.77 | 2025-01-02T00:00:00+00:00 | $580.96 | 20b | closed | -2.19% |
| 25 | QQQ | 2025-01-02T00:00:00+00:00 | $511.06 | 2025-02-03T00:00:00+00:00 | $510.24 | 20b | closed | -0.36% |
| 26 | SPY | 2025-02-03T00:00:00+00:00 | $584.2 | 2025-04-01T00:00:00+00:00 | $551.13 | 40b | closed | -5.85% |
| 27 | QQQ | 2025-05-05T00:00:00+00:00 | $482.27 | 2026-04-01T00:00:00+00:00 | $581.48 | 228b | closed | +20.33% |
| 28 | QQQ | 2026-04-13T00:00:00+00:00 | $609.48 | 2026-06-29T00:00:00+00:00 | $724.08 | 47b | open | +18.68% |