This QQQ Strategy Was Invested Just 20% of the Time
Passed every check
Survives every check - a rare, real edge on the history
- trades tested
- 162
- per trade after costs
- +71.7bp
- winners
- 77%
- years of data
- 14.7
Buy QQQ at the close when the 5-day Williams %R ends below -90. Sell at the close when the close is higher than yesterday's high (the QS exit).
The exact rules we tested
- 01Instrument: NQ | Signal timeframe: 1d | Direction: long
- 02LONG when: wr_frac < 0.1
- 03Entry: market at the signal bar's close
- 04Stop: none (as taught - the trade closes only on its exit rule)
- 05Entry fills at the signal bar's close (market-on-close)
- 06Exit signals fill at that bar's close (market-on-close)
- 07Exit longs when: close > prev_high
- 08Where wr_num = close minus ll5
- 09Where wr_den = hh5 minus ll5
- 10Where wr_frac = wr_num divided by wr_den