QQQ Buy & Hold
A single-fund buy and hold used as a reference point. It does not use any market signal.
Performance
Click a benchmark in the legend to show or hide its line. The benchmark selected above is the one used in the statistics and comparisons.
Hypothetical results. Trading cost: 5 bp per side (oxrun standard). 1999 onward is forward-test data that was never used for tuning. Past performance does not guarantee future results.
Drawdown
About this strategy
Robustness
How likely the past record is to repeat. The scoring method is published in How it works.
Robustness score
How the score is built
- Statistical evidenceIs the edge real, or could it be luck?40of 40
- Overfitting riskDoes not apply–
- Consistency over timeIs it still working recently?27of 27
- ImplementabilityDoes it survive real-world trading?13of 13
- Live evidenceDoes live trading confirm it?20of 20
What is measured
Statistical evidence
- Chance the edge is real100
Consistency over time
- Recent performance matches the long run100
Implementability
- Survives higher trading costs100
- Survives a one-day delayAuthor-reported100
Live evidence
- Months of live record (36 = full)100
A ring fills to the check’s 0–100 score; the points are that score times its weight. As a reference strategy, checks that cannot apply are skipped and the weights are scaled to add up to 100. “Author-reported” items come from the author and are not verified by oxrun.
Universe
| Ticker | Name | Average weight | Months held |
|---|---|---|---|
| QQQ | Invesco QQQ Trust | 100% | 100% |
Allocation over time
View as table
Backtest starts 1999-03-10, the first day QQQ trades.