Recruitment of participants QQQ Collapse Trading Strategy

Strategy 13: QQQ Collapse Trading Strategy

The strategy enters at the open and exits at the close based on two simple criteria. The holding period is short.

(Originally we had a SIL strategy as #13 (Trading Edge for September 2021), but because the liquidity of SIL has dropped, we are not offering this strategy anymore – but the strategy is still performing well).)

This strategy was our monthly Trading Edge for January 2024.

Facts and figures (QQQ):

• No. of trades: 397
• Average gain per trade: 0.6% (2% for winners and -1.8% for losers)
• Win ratio: 62%
• Profit factor: 1.8
• CAGR: 9.3%
• Exposure/time in the market: 10%
• Risk-adjusted return: 86% (CAGR divided by time spent in the market (0.1))
• Max. drawdown: -23%

The equity curve (log scale):