Close To Close Strategy – Nasdaq 100 (QQQ) (#45)

Description

The strategy buys at the close and sells at the next close (24 hours later).

Backtested on the ETF that tracks the Nasdaq 100 (QQQ).

This was our trading edge for May 2026.

✔️ 551 trades
✔️ 0.4% average gain per trade
✔️ 58% win rate
✔️ Profit factor: 1.7
✔️ 8.6% annual return (CAGR)
✔️ 8% market exposure
✔️ Risk-adjusted return: 107%
✔️ Max drawdown: -18%

You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it.