Close To Close Strategy for Nasdaq (QQQ) (#45)

The strategy buys at the close and sells at the next close (24 hours later).

Backtested on the ETF that tracks the Nasdaq 100 (QQQ).

This was our trading edge for May 2026.

Statistics and figures (QQQ) - including commissions and slippage of 0.03% per trade:

• No. of trades: 551
• Average unleveraged gain per trade: 0.4%
• Win ratio: 58%
• Profit factor: 1.7
• CAGR: 8.6% (assuming no leverage and no dividends)
• Exposure/time in the market: 8%
• Risk-adjusted return: 107% (CAGR divided by time spent in the market (0.08))
• Max. drawdown: -18%