The Alpha Bandit QLD Strategy Backtest
A rules-based QLD strategy report focused on historical performance, drawdown behavior, and recovery risk.
Backtested performance, shown plainly.
The key numbers below summarize the strategy equity curve, excluding additional contribution cash flows.
What this report is
This is a public, non-operational performance report for the Alpha Bandit QLD Strategy. It is designed to show the major historical return and risk characteristics.
Important: Backtested results are hypothetical. They do not represent actual subscriber trading and may differ from live results due to timing, slippage, taxes, commissions, brokerage restrictions, data differences, and user execution.
What this report is not
This is not an order ticket, personalized investment advice, or a complete specification of the strategy logic. Subscribers remain responsible for determining suitability, trade sizing, tax treatment, and execution.
The strategy uses leveraged ETF exposure and can experience large drawdowns, long recovery periods, and whipsaw losses.
Annual returns.
Calendar-year performance for the strategy compared with buy-and-hold exposure to the selected ETF.
| Year | Strategy Return | Buy & Hold Return | Ending Equity |
|---|---|---|---|
| 2007 | +37.71% | +28.36% | $137,709 |
| 2008 | -1.89% | -72.89% | $135,099 |
| 2009 | +70.91% | +121.20% | $230,901 |
| 2010 | +7.60% | +36.90% | $248,454 |
| 2011 | -1.53% | +0.04% | $244,662 |
| 2012 | +21.06% | +34.77% | $296,180 |
| 2013 | +73.59% | +82.11% | $514,149 |
| 2014 | +15.32% | +37.59% | $592,932 |
| 2015 | +4.84% | +14.74% | $621,633 |
| 2016 | +22.84% | +10.17% | $763,621 |
| 2017 | +70.34% | +70.34% | $1,300,741 |
| 2018 | +13.55% | -8.32% | $1,476,941 |
| 2019 | +43.49% | +81.69% | $2,119,247 |
| 2020 | +95.52% | +88.90% | $4,143,649 |
| 2021 | +45.22% | +54.67% | $6,017,332 |
| 2022 | -14.23% | -60.52% | $5,160,958 |
| 2023 | +70.60% | +117.75% | $8,804,445 |
| 2024 | -2.95% | +42.81% | $8,544,460 |
| 2025 | +27.61% | +30.36% | $10,903,862 |
| 2026 | +17.09% | +26.68% | $12,767,784 |
Ten worst drawdowns.
The most severe historical drawdown episodes in the daily strategy equity curve.
| Rank | Peak | Trough | Recovery | Max Drawdown | Days to Trough | Recovery Days |
|---|---|---|---|---|---|---|
| 1 | 2024-07-10 | 2025-01-27 | 2026-05-08 | -35.61% | 201 | 466 |
| 2 | 2010-04-23 | 2010-07-29 | 2011-02-08 | -29.44% | 97 | 194 |
| 3 | 2021-02-12 | 2021-03-08 | 2021-07-02 | -25.43% | 24 | 116 |
| 4 | 2021-11-19 | 2022-01-21 | 2023-02-02 | -25.09% | 63 | 377 |
| 5 | 2020-09-02 | 2020-09-23 | 2020-12-01 | -21.29% | 21 | 69 |
| 6 | 2020-02-19 | 2020-05-13 | 2020-07-01 | -20.87% | 84 | 49 |
| 7 | 2018-01-26 | 2018-03-23 | 2018-08-28 | -19.87% | 56 | 158 |
| 8 | 2023-07-18 | 2023-10-20 | 2024-01-23 | -19.81% | 94 | 95 |
| 9 | 2007-07-19 | 2007-08-16 | 2007-09-26 | -19.26% | 28 | 41 |
| 10 | 2014-09-18 | 2015-01-15 | 2015-04-24 | -17.22% | 119 | 99 |