Compare Report

QQQ Trend Filter Review

QQQ · benchmark QQQ

Winner
Sharpe 1.140
CAGR 17.60%
Max DD -18.20%
Benchmark Fit
Active Return 5.90%
Tracking Error 11.80%
Beta 0.880
Review Scope
Candidates 3
Status Approved
Saved 2026-04-27T08:00

Equity Curves

Rank Strategy Validation Sharpe CAGR % Max DD % Active Return % Tracking Error % Beta
1
Donchian Channel QQQ
Credible 1.140 17.60 -18.20 5.90 11.80 0.880
2
MACD QQQ
Mixed 0.970 14.10 -20.70 2.60 12.50 0.920
3
Time-Series Momentum QQQ
Mixed 0.830 12.80 -24.50 1.10 14.90 0.950