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

KPIs since 2016-08-22

2016-08-22 to 2024-03-15	SPY	Strategy
CAGR	8.04 %	33.32 %
Profit Factor	1.15	1.3
Profit Ratio	0.78	0.79
Payoff Ratio	0.95	1.02
Sharpe Ratio	0.7	1.17
Max Drawdown	-34.1 %	-25.95 %
Anualized Volatility	18.61 %	43.28 %

Symbol Trade Statistics

Symbol	Win	Loss	Total	Winrate
DIG	107	78	185	57.8 %
TMF	142	50	192	74.0 %
TQQQ	207	88	295	70.2 %
UDOW	165	73	238	69.3 %
UGL	107	70	177	60.5 %
UMDD	178	87	265	67.2 %
UPRO	189	76	265	71.3 %
URTY	221	96	317	69.7 %

Strategies Trade Statistics

Symbol	Strategy	Win	Loss	Total	Winrate	Profit	Avg. Days in Trade
TQQQ	1.66.129	78	32	110	70.9 %	$78,815.99	10.0
TQQQ	1.19.138	34	15	49	69.4 %	$45,986.50	5.0
TQQQ	2.16.177	35	16	51	68.6 %	$29,096.94	4.0
TQQQ	4.29.125(1)	60	25	85	70.6 %	$51,037.57	6.0
UPRO	2.14.180	56	21	77	72.7 %	$64,413.55	11.0
UPRO	3.58.109	61	22	83	73.5 %	$64,583.25	5.0
UPRO	1.32.119	72	33	105	68.6 %	$115,473.91	9.0
UMDD	2.34.176	45	20	65	69.2 %	$82,350.33	19.0
UMDD	2.31.107	34	19	53	64.2 %	$-28,194.06	21.0
UMDD	3.9.140(1)	54	25	79	68.4 %	$23,880.81	13.0
UMDD	3.10.113	45	23	68	66.2 %	$116,757.42	19.0
URTY	1.32.144	40	17	57	70.2 %	$150,605.76	16.0
URTY	2.52.137	55	20	75	73.3 %	$102,299.42	5.0
URTY	1.30.106	78	35	113	69.0 %	$93,434.94	6.0
URTY	1.84.102	48	24	72	66.7 %	$44,461.15	6.0
UDOW	2.21.144	33	16	49	67.3 %	$15,947.28	27.0
UDOW	3.14.113	45	19	64	70.3 %	$91,191.82	20.0
UDOW	1.29.145	39	18	57	68.4 %	$-4,031.70	6.0
UDOW	4.63.110	48	20	68	70.6 %	$86,032.69	10.0
DIG	1.38.99	42	33	75	56.0 %	$36,656.60	7.0
DIG	1.42.105	32	19	51	62.7 %	$38,953.06	10.0
DIG	3.67.110	33	26	59	55.9 %	$20,799.52	7.0
TMF	2.47.191	50	20	70	71.4 %	$60,148.85	4.0
TMF	3.27.167	38	15	53	71.7 %	$729,667.34	6.0
TMF	3.51.174	54	15	69	78.3 %	$70,522.66	5.0
UGL	1.85.122	40	22	62	64.5 %	$36,374.36	6.0
UGL	2.20.170	31	21	52	59.6 %	$19,821.91	6.0
UGL	4.29.113	36	27	63	57.1 %	$1,208.46	7.0
Total Profit						$2,238,296.33

Returns ETF Strategy vs. SPY

Monthy Returns

Yearly Returns

Drawdown