S06 · QQQM + SOXX · v3 base backtest

S06 on QQQM + SOXX 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 return76.3%Change in simulated portfolio value over the test.

Annualized return20.8%Yearly compounded return; shown only when supported.

Worst drawdown28.8%Largest fall from an earlier portfolio high.

Sharpe ratio0.86Return relative to variability, under the source study's definition.

Trades12Completed 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.