SYSTEMATIC MOMENTUMNASDAQ 100
25/20 BILOct 16, 2026

Performance & risk analytics

Performance

Compare the model with QQQ across daily, weekly and monthly returns, then explore growth and risk.

DAILY MARK-TO-MARKET
448 OBSERVATIONS

Day

Strategy-6.81%QQQ-2.50%

Week

Strategy-15.96%QQQ-5.52%

Month to date

Strategy-16.56%QQQ-4.05%

YTD

Strategy+121.94%QQQ+9.85%

PERIOD RETURNS · %

Weekly returns vs. QQQ

25/20 BILQQQTap a period for exact returns · scroll for more
-18.8%-11.5%-4.1%3.3%10.6%07/31202608/07202608/14202608/21202608/28202609/04202609/11202609/18202609/25202610/02202610/09202610/162026
Week ending Oct 16, 2026From Oct 9, 2026
25/20 BIL-15.96%
QQQ-5.52%
Difference-10.44 pp

Calendar weeks (Monday–Friday), measured from the previous period’s last available valuation to this period’s last valuation. First period starts at the initial valuation. * Latest period is incomplete. Based on the existing daily history; simulation excludes fees and transaction costs.

Portfolio growth

Verified daily model data through Oct 16, 2026

25/20 BILQQQ
$593,549$454,412$315,275$176,138$37,001
Jan 2, 2025Oct 16, 2026
CAGR+124.2%Annualized return
Sharpe1.858Risk-adjusted return
Max drawdown-34.1%Largest historical decline
Volatility50.6%Annualized standard deviation
Sortino2.787Downside-risk-adjusted return
Calmar3.642CAGR / max drawdown
Beta vs. QQQ1.368Market sensitivity
Time invested89.3%Average equity exposure
Correlation vs. QQQ0.486Return correlation
Information ratio1.738Active return efficiency
Tracking error44.7%Annualized active risk
Positive days59.8%Share of positive sessions
Annual turnover8.6×Estimated portfolio turnover
Trades172Simulated executions
IMPORTANT INFORMATION

Research model—not investment advice.

This website presents a hypothetical rules-based simulation for educational and research purposes. Past or simulated performance does not guarantee future results. Fees, transaction costs, taxes, spreads, liquidity, and execution differences are excluded.