Our backtest result from 2016-08-22 to 2024-03-15 using historical data from alpaca.

KPIs since 2016-08-22

2016-08-22 to 2024-03-15	SPY	Strategy
CAGR	8.04 %	31.36 %
Profit Factor	1.15	1.28
Profit Ratio	0.8	0.81
Payoff Ratio	0.96	1.02
Sharpe Ratio	0.71	1.18
Max Drawdown	-34.18 %	-26.32 %
Anualized Volatility	18.26 %	40.0 %

Symbol Trade Statistics

Symbol	Win	Loss	Total	Winrate
DIG	107	79	186	57.5 %
TMF	139	53	192	72.4 %
TQQQ	206	88	294	70.1 %
UDOW	165	74	239	69.0 %
UGL	107	70	177	60.5 %
UMDD	176	91	267	65.9 %
UPRO	186	79	265	70.2 %
URTY	222	96	318	69.8 %

Strategies Trade Statistics

Symbol	Strategy	Win	Loss	Total	Winrate	Profit	Avg. Days in Trade
TQQQ	1.66.129	78	32	110	70.9 %	$63,220.61	10.0
TQQQ	1.19.138	34	15	49	69.4 %	$43,039.66	5.0
TQQQ	2.16.177	35	16	51	68.6 %	$27,546.33	4.0
TQQQ	4.29.125(1)	59	25	84	70.2 %	$41,277.01	6.0
UPRO	2.14.180	54	23	77	70.1 %	$41,977.86	10.0
UPRO	3.58.109	60	23	83	72.3 %	$54,990.26	5.0
UPRO	1.32.119	72	33	105	68.6 %	$99,112.99	9.0
UMDD	2.34.176	45	20	65	69.2 %	$60,644.31	20.0
UMDD	2.31.107	33	20	53	62.3 %	$19,062.98	22.0
UMDD	3.9.140(1)	54	28	82	65.9 %	$-11,188.06	14.0
UMDD	3.10.113	44	23	67	65.7 %	$100,614.58	19.0
URTY	1.32.144	40	17	57	70.2 %	$127,757.98	16.0
URTY	2.52.137	55	20	75	73.3 %	$88,007.55	5.0
URTY	1.30.106	78	35	113	69.0 %	$70,065.73	6.0
URTY	1.84.102	49	24	73	67.1 %	$46,936.21	6.0
UDOW	2.21.144	33	16	49	67.3 %	$12,078.56	28.0
UDOW	3.14.113	45	19	64	70.3 %	$77,466.33	20.0
UDOW	1.29.145	39	19	58	67.2 %	$-4,595.60	6.0
UDOW	4.63.110	48	20	68	70.6 %	$73,229.09	10.0
DIG	1.38.99	42	33	75	56.0 %	$28,162.85	7.0
DIG	1.42.105	32	19	51	62.7 %	$32,295.51	10.0
DIG	3.67.110	33	27	60	55.0 %	$15,806.14	7.0
TMF	2.47.191	49	21	70	70.0 %	$48,934.03	5.0
TMF	3.27.167	37	16	53	69.8 %	$621,057.45	7.0
TMF	3.51.174	53	16	69	76.8 %	$60,468.20	5.0
UGL	1.85.122	40	22	62	64.5 %	$30,968.12	6.0
UGL	2.20.170	31	21	52	59.6 %	$17,517.54	6.0
UGL	4.29.113	36	27	63	57.1 %	$1,085.18	7.0
Total Profit						$1,887,539.40

Returns ETF Strategy vs. SPY

Monthy Returns

Yearly Returns

Drawdown