QQQ Stock: MACD Signal Line Crossover Backtest — +23.1% vs +135.0% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on QQQ over 5 years: +23.1% return vs +135.0% buy-and-hold, 41 trades, 39% win rate, 23.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +23.1% (trailed buy-and-hold at +135.0%)
- Win rate: 39% over 41 trades
- Max drawdown: 23.7%
- Sharpe ratio: 0.06
- Period: 5 years of real historical price data
What the numbers say
On QQQ, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +23.1% against +135.0% for simply holding — a gap of 111.9 percentage points. The strategy took 41 completed trades (16 profitable, 25 not), a 39% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 23.7%, against 22.8% for buy-and-hold. Dollar-cost averaging into QQQ over the same window returned +58.9%. Best single trade: +19.2% (2026-04-06 to 2026-05-19); worst: -5.0% (2022-10-05 to 2022-10-10).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A momentum strategy: buy QQQ when the MACD line crosses above its signal line, sell when it crosses back below.
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