Seasonal · Turn-of-the-month seasonality
QQQ Turn-of-Month · 1D
Turn-of-the-month seasonality on QQQ CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+7.5%Backtest
Max drawdown−0.5%Volatility 2.8%
Sharpe2.60Trades 3
Since go-live—market closed
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+7.5%
Max drawdown−0.5%
Sharpe2.60
Trades3
Winning trades67%
Time in market18%
Backtest on real historical prices from Jul 1, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Long from 2 calendar day(s) before month end until day 3 of the new month; flat otherwise.
- Long-only: short signals mean the position is flat.
- Position size targets 8% annualised volatility (risk level 2/5), capped at 1:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.4 | 1.7 | 0.2 | 0.4 | 1.9% |