Intraday system to trade the future of the Nasdaq. It operates in bars of 30 minutes. It operates in the session from 8:30 a.m. to 3:00 p.m. Non-sample period from April 2021.

It is a system built by our Genetic Builder, through a robust methodology, based on different phases of development in order to be able to choose the most robust systems in non-sample periods (for more information you can contact us through the email address of our website).

You can spread your contracts across all these variants (recommended), but a maximum of 4 micro/Emini is allowed across the entire QM Sys1.x NQ system pool.

Sistema Intradiario QMSys_NQ1 - Quantified Models

Operations chart

Intraday system

Trades the future of the Nasdaq

Operable symbol

NQ

Timeframe

30 minute bars

Daily session

From 8:30 a.m. to 3:00 p.m.

Out-of-sample period

From 04/2021

Intradía - NASDAQ - QMSys_NQ1

Price

699 €

Backtest Metrics

Performance Summary

In this report you can find the backtest metrics of this intraday trading strategy: QMSys_NQ1

Total Net Profit:   $166,375.00   Max Drawdown:   ($9,535.00)
Gross Profit:   $308,310.00   As % of Initial Equity:   25.00%
Gross Loss:   ($141,935.00)   As % of Total Equity:   4.66%
Profit Factor:   2.172   Max Drawdown Date:   10/7/2021
Pessimistic RR:   1.873   Max Intraday Drawdown:   ($11,470.00)
Open Position P/L   $0.00   As % of Initial Equity:   30.07%
Total Trades:   375   As % of Total Equity:   5.61%
Winning Trades:   227   Max Intraday Drawdown Date:   10/12/2021
Losing Trades:   147   Longest Drawdown:   618 days
Even Trades:   1   Recovery Factor:   17.45
% Profitable:   60.53%   NP/MaxDD   17.45
        NP/Intraday MaxDD   14.51
             
        Max Runup:   $167,210.00
Avg. Trade Net Profit:   $443.67   As % of Initial Equity:   438.41%
Avg. Winning Trade:   $1,358.19   As % of Total Equity:   81.76%
Avg. Losing Trade:   ($965.54)   Max Runup Date:   4/14/2022
Ratio Ave Win:Ave Loss:   1.407   Longest Runup:   4346 days
             
Largest Win:   $11,145.00, 3.61%   Initial Capital:   $38,140.00
Largest Loss:   ($3,025.00), -2.13%   Margin Requirements:   $4,000.00
Max Cons. Winners:   15   Return on Initial Capital:   436.22%
Max Cons. Losers:   6   Annual Rate of Return:   36.51%
        Avg. Monthly Return:   $1,160.42, 3.04%
Trading Period:   4361   Std. Deviation of Monthly Return:   $4,608.69
    5/7/2010 – 4/14/2022   % Profitable Months:   64.52%
Total Trading Days:   370        
Longest Flat Period:   166 days   Sharpe Ratio:   0.397
Max Futures Contracts:   1   Sortino Ratio:   0.835
Max Forex Contracts:   0   Sterling Ratio:   0.077
Max Shares:   0   MAR Ratio:   1.342
Total Systems:   1   Efficiency Factor:   0.540
        Total Commission:   $1,875.00
        Total Slippage:   $7,500.00

Periodic Returns – Annual

In this table you can see the annual results that this intraday trading strategy has been achieving: QMSys_NQ1

  Period   Net Profit   Return on IE   Return on TE   # Trades   Profit Factor   % Profitable
  2022    $32,715.00    85.78%    19.04%    30    2.31    66.67%
  2021    $17,740.00    46.51%    11.51%    51    1.48    54.90%
  2020    $61,665.00    161.68%    66.74%    42    3.60    71.43%
  2019    $455.00    1.19%    0.49%    31    1.04    51.61%
  2018    $22,960.00    60.20%    33.29%    45    2.16    60.00%
  2017    $500.00    1.31%    0.73%    18    1.13    50.00%
  2016    $6,990.00    18.33%    11.37%    31    2.93    61.29%
  2015    $12,300.00    32.25%    25.01%    32    3.46    68.75%
  2014    $6,760.00    17.72%    15.93%    35    2.64    62.86%
  2013    ($80.00)    (0.21%)    (0.19%)    10    0.93    50.00%
  2012    ($235.00)    (0.62%)    (0.55%)    16    0.91    56.25%
  2011    $4,160.00    10.91%    10.78%    24    2.15    62.50%
  2010    $445.00    1.17%    1.17%    10    1.42    50.00%

Capital Curve – Daily Equity

In this chart you can see the profit curve of this intraday trading strategy: QMSys_NQ1

Sistema Intradiario QMSys_NQ1 - Quantified Models

Drawdown Curve

In this chart you can see the drawdown of this intraday trading strategy expressed in dollars: QMSys_NQ1

Sistema Intradiario QMSys_NQ1 - Quantified Models

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QMSys_FLT3_NQ v2

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Hypothetical performance results have many inherent limitations, some of which are described below.

No representation is being made that any account will or may make profits or losses similar to those shown. In fact, there are often large differences between hypothetical performance results and the actual results subsequently achieved by any particular trading strategy.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, counterfactual trading does not involve financial risk, and no counterfactual trading record can fully explain the impact of financial risk on actual trading.

For example, the ability to withstand losses or stick to a particular trading strategy despite trading losses are important points that can also adversely affect actual trading results. There are numerous other factors related to the markets in general or the implementation of any specific trading strategy that cannot be fully considered in the preparation of hypothetical performance results and all of which may adversely affect actual trading results.

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