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EQUITIES US QQQ
QQQ 200MA Crossover
One of the simplest and most robust signals in finance. Stays long tech when the 200-day moving average is below price. Moves to cash when trend breaks down. Cuts big losses at the cost of some whipsaws....
Win Rate
61%
44 markets resolved
Backtest Return
41.5%
2-year backtest
Benchmark
35.8%
QQQ Buy-and-Hold
Alpha vs Benchmark
+5.7%
2-year period
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Long when price > 200-day MA. Cash when price < 200-day MA. Weekly signal check.
One of the simplest and most robust signals in finance. Stays long tech when the 200-day moving average is below price. Moves to cash when trend breaks down. Cuts big losses at the cost of some whipsaws.
Asset QQQ
Benchmark QQQ Buy-and-Hold
Data Source Yahoo Finance daily close
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
trend200MAtech