SYSTEMATIC MOMENTUMNASDAQ 100
25/20 BILNov 11, 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
466 OBSERVATIONS

Day

Strategy+2.95%QQQ+2.31%

Week

Strategy+6.34%QQQ+5.22%

Month to date

Strategy-5.19%QQQ-0.02%

YTD

Strategy+104.03%QQQ+6.85%

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%08/28202609/04202609/11202609/18202609/25202610/02202610/09202610/16202610/23202610/30202611/06202611/11*2026
Week ending Nov 11, 2026 · to dateFrom Nov 6, 2026
25/20 BIL+6.34%
QQQ+5.22%
Difference+1.11 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 Nov 11, 2026

25/20 BILQQQ
$593,549$454,412$315,275$176,138$37,001
Jan 2, 2025Nov 11, 2026
CAGR+107.8%Annualized return
Sharpe1.692Risk-adjusted return
Max drawdown-34.1%Largest historical decline
Volatility51.1%Annualized standard deviation
Sortino2.496Downside-risk-adjusted return
Calmar3.159CAGR / max drawdown
Beta vs. QQQ1.401Market sensitivity
Time invested89.7%Average equity exposure
Correlation vs. QQQ0.519Return correlation
Information ratio1.628Active return efficiency
Tracking error44.3%Annualized active risk
Positive days59.7%Share of positive sessions
Annual turnover8.5×Estimated portfolio turnover
Trades180Simulated 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.