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QQQ trading strategies, backtested

Invesco QQQ Trust — tracks the Nasdaq-100 — the classic tech-heavy growth index. Every DeployQuant template run on QQQ over 5.5 years of minute data, same engine, same window, sorted by return.

Quick answer: the best-performing template on QQQ (2021-01-04 → 2026-07-17) was weekly 7% target at 16.2% CAGR vs 15.8% for buy-and-hold. 1 of 12 templates beat holding; 11 cut the max drawdown.
StrategyCAGRmax DDSharpetradeswin ratefinal value
Weekly Entry + 7% Target 16.2% −19.4% 0.89103 31% $22,922
RSI(2) Dip Snapback 14.0% −14.3% 0.97156 70% $20,613
First-to-Last Day of Month 13.4% −36.1% 0.7167 60% $20,011
Golden Cross (SMA 50/200) 12.6% −22.3% 0.832 50% $19,318
200-Day SMA Regime Filter 11.9% −20.0% 0.8710 20% $18,646
SMA-200 Trend + 15% Trailing Stop 10.3% −26.7% 0.704 50% $17,152
SMA 10/50 Trend 8.7% −20.8% 0.6618 39% $15,863
20-Day Momentum + Trailing Stop 8.7% −26.5% 0.677 57% $15,865
EMA 12/26 Trend 8.0% −23.7% 0.6121 43% $15,304
3-Month Momentum Switch 7.8% −21.6% 0.6211 45% $15,143
Drawdown Dip Buyer + 8% Target 5.5% −28.6% 0.414 100% $13,481
RSI(14) Mean Reversion 5.1% −24.4% 0.3914 71% $13,153
Buy & hold QQQ 15.8%−34.3% 0.79 $22,518
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Frequently asked questions

What was the best strategy for QQQ?

Of the 12 templates tested on QQQ over 2021-01-04–2026-07-17, the strongest by CAGR was weekly 7% target at 16.2% (max drawdown 19.4%), versus 15.8% 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 QQQ?

1 of 12 templates beat QQQ buy-and-hold (15.8% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (34.3%).

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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.