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Historical study

S03 · QQQM + SMH · v3 base backtest

S03 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Qualified under historical study gatesAdded 2026-09-23Test period: 2023-09-19 to 2026-09-18

Measured outcome

Performance at a glance

Figures use the source study's definitions. “Not available” means the source does not support that metric.

Total return68.0%Change in simulated portfolio value over the test.
Annualized return18.9%Yearly compounded return; shown only when supported.
Worst drawdown17.4%Largest fall from an earlier portfolio high.
Sharpe ratio1.02Return relative to variability, under the source study's definition.
Trades13Completed simulated trades, when reported.

How this was tested

Assumptions and limits

Independent $1,000 cash account with 5 basis points per side plus a one-cent external sell fee; signals use the previous completed close, fills use the next eligible open, and sale proceeds must settle before reuse.

  • The historical period was reused during research and is not an untouched holdout.
  • The six-window evaluation index chains independent flat-start accounts; the chart and total return here describe the separate continuous account.
  • The source market-data and execution archive is owner-held and is not redistributed.
  • Past simulated results do not establish future returns or authorize trading.