These are the exact trades generated by the ITM rules on QQQ from 1999 – 2025.
The QQQ backtest covers multiple full market cycles and applies the same entry and exit rules throughout the test period. Results are shown for both the 50% and 60% in-the-money variants of the ITM strategy, allowing comparison of behaviour under identical market conditions.
The QQQ backtest covers multiple full market cycles and applies the same entry and exit rules throughout the test period. Results are shown for both the 50% and 60% in-the-money variants of the ITM strategy, allowing comparison of behaviour under identical market conditions.
The following trades list show all QQQ positions generated by the ITM rules 1999 – 2025
NOTE: The trade dates shown are identical for both the 50% and 60% in-the-money variants of the ITM strategy; only the option strike selection differs.
The graphs below show the cumulative performance of the ITM strategy applied to QQQ 1999 – 2025
All QQQ results shown on this page are generated from the same underlying trade signals and timing. Differences between the 50% and 60% in-the-money variants arise from option structure rather than trade selection. No filtering, optimisation, or discretionary adjustments have been applied to the results shown.
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Please note that Heather answers all questions at the end of the ITM Blog.
Happy trading!