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

KPIs since 2016-08-22

2016-08-22 to 2024-03-15	SPY	Strategy
CAGR	8.04 %	36.63 %
Profit Factor	1.15	1.32
Profit Ratio	0.78	0.75
Payoff Ratio	0.95	1.0
Sharpe Ratio	0.7	1.54
Max Drawdown	-34.1 %	-24.55 %
Anualized Volatility	18.61 %	32.91 %

Symbol Trade Statistics

Symbol	Win	Loss	Total	Winrate
DIG	114	84	198	57.6 %
TMF	143	57	200	71.5 %
TQQQ	223	87	310	71.9 %
UDOW	180	69	249	72.3 %
UGL	106	70	176	60.2 %
UMDD	184	90	274	67.2 %
UPRO	190	76	266	71.4 %
URTY	222	95	317	70.0 %

Strategies Trade Statistics

Symbol	Strategy	Win	Loss	Total	Winrate	Profit	Avg. Days in Trade
TQQQ	1.66.129	84	30	114	73.7 %	$293,466.25	10.0
TQQQ	1.19.138	38	17	55	69.1 %	$69,604.20	5.0
TQQQ	2.16.177	39	18	57	68.4 %	$42,872.62	4.0
TQQQ	4.29.125(1)	62	22	84	73.8 %	$127,234.97	6.0
UPRO	2.14.180	59	19	78	75.6 %	$120,169.91	10.0
UPRO	3.58.109	59	23	82	72.0 %	$86,391.96	6.0
UPRO	1.32.119	72	34	106	67.9 %	$177,580.48	9.0
UMDD	2.34.176	47	20	67	70.1 %	$202,281.35	19.0
UMDD	2.31.107	35	23	58	60.3 %	$12,654.41	18.0
UMDD	3.9.140(1)	56	25	81	69.1 %	$-10,322.11	12.0
UMDD	3.10.113	46	22	68	67.6 %	$231,722.95	19.0
URTY	1.32.144	40	17	57	70.2 %	$193,061.12	15.0
URTY	2.52.137	56	20	76	73.7 %	$163,624.96	6.0
URTY	1.30.106	77	35	112	68.8 %	$150,563.24	6.0
URTY	1.84.102	49	23	72	68.1 %	$65,225.31	6.0
UDOW	2.21.144	36	17	53	67.9 %	$67,774.58	25.0
UDOW	3.14.113	49	17	66	74.2 %	$216,547.47	19.0
UDOW	1.29.145	43	15	58	74.1 %	$49,988.80	5.0
UDOW	4.63.110	52	20	72	72.2 %	$150,798.86	10.0
DIG	1.38.99	44	37	81	54.3 %	$43,980.07	7.0
DIG	1.42.105	33	19	52	63.5 %	$154,707.23	11.0
DIG	3.67.110	37	28	65	56.9 %	$76,356.25	8.0
TMF	2.47.191	49	23	72	68.1 %	$53,696.30	5.0
TMF	3.27.167	39	17	56	69.6 %	$40,100.53	7.0
TMF	3.51.174	55	17	72	76.4 %	$88,584.23	4.0
UGL	1.85.122	40	22	62	64.5 %	$54,946.12	6.0
UGL	2.20.170	30	21	51	58.8 %	$35,919.55	6.0
UGL	4.29.113	36	27	63	57.1 %	$-1,276.67	7.0
Total Profit						$2,958,254.94

Returns ETF Strategy vs. SPY

Monthy Returns

Yearly Returns

Drawdown