QAI trading strategies, backtested
NYLI Hedge Multi-Strategy Tracker ETF — replicates a basket of hedge-fund strategies. Every DeployQuant template run on QAI over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Golden Cross (SMA 50/200) | 4.3% | −7.6% | 0.90 | 1 | 100% | $12,637 |
| 200-Day SMA Regime Filter | 4.3% | −6.0% | 0.96 | 7 | 29% | $12,622 |
| Weekly Entry + 7% Target | 4.3% | −15.6% | 0.71 | 17 | 35% | $12,600 |
| RSI(2) Dip Snapback | 3.4% | −6.8% | 0.76 | 146 | 66% | $12,019 |
| First-to-Last Day of Month | 3.1% | −16.1% | 0.49 | 67 | 52% | $11,855 |
| EMA 12/26 Trend | 3.0% | −7.3% | 0.68 | 19 | 47% | $11,757 |
| SMA-200 Trend + 15% Trailing Stop | 2.6% | −15.9% | 0.45 | 1 | 0% | $11,520 |
| SMA 10/50 Trend | 2.4% | −8.1% | 0.57 | 17 | 41% | $11,371 |
| RSI(14) Mean Reversion | 2.2% | −7.6% | 0.52 | 15 | 73% | $11,302 |
| 3-Month Momentum Switch | 2.0% | −5.0% | 0.58 | 3 | 33% | $11,142 |
| Drawdown Dip Buyer + 8% Target | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Buy & hold QAI | 3.9% | −14.7% | 0.64 | — | — | $12,369 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for QAI?
Of the 12 templates tested on QAI over 2021-01-04–2026-07-17, the strongest by CAGR was golden cross at 4.3% (max drawdown 7.6%), versus 3.9% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding QAI?
3 of 12 templates beat QAI buy-and-hold (3.9% CAGR) on this window; 9 of 12 had a shallower maximum drawdown than holding (14.7%).
Other alternative-strategy etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.