BackTesting System V2.5.1
Run: TQQQ_2Y1Y_2026-07-30-3-30P_BK_Output_20260730_153148.html
Date of Run: 2026-07-30 15:31:48
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BKTEST 2.5.1 Ticker=TQQQ Run: 20260730_153148
TQQQ_2Y1Y_2026-07-30-3-30P_BK
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[S1] Downloading TQQQ 2023-07-31 → 2026-07-30 (earliest_sd=2024-07-30, 200-day SMA warm-up + 50-day buffer) …
[S1] Loaded 753 trading days for TQQQ.
[S1] NOTE: most recent row (2026-07-30) is TODAY'S LIVE/UNCONFIRMED price — market may still be open.
[S2] Computing SMA columns 3–200 (198 periods) …
[S2] Computing PriceStreak (col 201) …
[S2] Computing MACDStreak (col 202) …
[S2] Constants saved → TQQQ_2Y1Y_2026-07-30-3-30P_BK_constants_20260730_153148.npz (shape (753, 203), version 2.5.1)
[MAIN] Most Recent Date Loaded (MRDL): 2026-07-30
[MAIN] *** MRDL price is LIVE/UNCONFIRMED (market may still be open) ***
2 jobs scheduled:
Job 1: 2024-07-30 → 2026-07-30
Job 2: 2025-07-30 → 2026-07-30
──────────────────────────────────────────────────────────────────────────────────────────
Starting Job 1/2: 2024-07-30 → 2026-07-30
──────────────────────────────────────────────────────────────────────────────────────────
[MAIN] Backtest rows: 251 (date 2024-07-30) → 752 (date 2026-07-30)
[MAIN] SMA_SELL_STOP=20,200,1 days SMA_BUY_STOP=3,80,1 days
[MAIN] NSELL_DAYS=1,15,1 NBUY_DAYS=1,10,1 TOP_N=20 TOP_M=1
[MAIN] Total Parameter Combinations: 2,117,700
[S3] Launching C++ engine — 753 rows × 203 cols, rows 251→752, top_n=20 top_m=1 …
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BACKTEST RESULTS — Run: 20260730_153148 Job 1/2: 2024-07-30 → 2026-07-30
Buy & Hold: $20,596 (106%)
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── TOP 20 RANKED BY SAME-DAY EXECUTION (PoVal) ──
Rank PoVal PoRet% DeExPoVal DeExRet% SMA Sell SMA Buy NSellDays NBuyDays Trades
------ ------- -------- ----------- ---------- ---------- --------- ----------- ---------- --------
1 $37,654 277% $38,132 281% 53-day 4-day 7 2 20
2 $37,654 277% $38,132 281% 53-day 5-day 7 2 20
3 $37,654 277% $38,132 281% 54-day 4-day 7 2 20
4 $37,654 277% $38,132 281% 54-day 5-day 7 2 20
5 $36,964 270% $32,153 222% 27-day 8-day 9 2 12
6 $36,964 270% $32,153 222% 28-day 8-day 9 2 12
7 $36,964 270% $32,153 222% 29-day 8-day 9 2 12
8 $36,964 270% $32,153 222% 30-day 8-day 9 2 12
9 $36,964 270% $32,153 222% 31-day 8-day 9 2 12
10 $36,555 266% $35,761 258% 42-day 6-day 5 2 28
11 $36,555 266% $35,761 258% 43-day 6-day 5 2 28
12 $36,291 263% $38,102 281% 27-day 6-day 9 2 14
13 $36,291 263% $38,102 281% 28-day 6-day 9 2 14
14 $36,291 263% $38,102 281% 29-day 6-day 9 2 14
15 $36,291 263% $38,102 281% 30-day 6-day 9 2 14
16 $36,291 263% $38,102 281% 31-day 6-day 9 2 14
17 $36,291 263% $38,102 281% 32-day 6-day 9 2 14
18 $36,291 263% $38,102 281% 33-day 6-day 9 2 14
19 $36,250 263% $29,628 196% 32-day 8-day 9 2 14
20 $36,250 263% $29,628 196% 33-day 8-day 9 2 14
══════════════════════════════════════════════════════════════════════════════════════════
★ OPTIMAL (PoVal) PARAMETER SET:
SMA_SELL_STOP : 53-day
SMA_BUY_STOP : 4-day
NSELL_DAYS : 7
NBUY_DAYS : 2
Final PoVal : $37,654 (277%)
DeExPoVal : $38,132 (281%)
Trades : 20
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── RESULT RANKED BY DELAYED EXECUTION (DeExPoVal) ──
Rank PoVal PoRet% DeExPoVal DeExRet% SMA Sell SMA Buy NSellDays NBuyDays Trades
------ ------- -------- ----------- ---------- ---------- --------- ----------- ---------- --------
1 $30,122 201% $43,569 336% 53-day 4-day 6 2 26
══════════════════════════════════════════════════════════════════════════════════════════
★ OPTIMAL (DeExPoVal) PARAMETER SET:
SMA_SELL_STOP : 53-day
SMA_BUY_STOP : 4-day
NSELL_DAYS : 6
NBUY_DAYS : 2
Final PoVal : $30,122 (201%)
DeExPoVal : $43,569 (336%)
Trades : 26
══════════════════════════════════════════════════════════════════════════════════════════
LAST 50 TRADING DAYS — Best PoVal Set (SMA Sell 53-day | SMA Buy 4-day | NSell 7 | NBuy 2)
──────────────────────────────────────────────────────────────────────────────────────────
Date AdjClose SMA53 SMA4 Sell Buy Price MACD Position Action PoVal
Sell Buy Strk Strk Strk Strk
----------- ---------- ------- ------ ------ ------ ------- ------ ---------- -------- -------
2026-05-19 72.76 55.52 75.21 0 0 -3 -1 STOCK — $38,388
2026-05-20 76.33 56.02 74.6 0 0 +1 -2 STOCK — $40,273
2026-05-21 76.77 56.58 75 0 0 +2 -3 STOCK — $40,504
2026-05-22 77.66 57.11 75.88 0 0 +3 -4 STOCK — $40,973
2026-05-26 81.76 57.73 78.13 0 0 +4 -5 STOCK — $43,136
2026-05-27 81.48 58.34 79.42 0 0 -1 -6 STOCK — $42,989
2026-05-28 83.49 59.03 81.1 0 0 +1 +1 STOCK — $44,047
2026-05-29 84.37 59.76 82.77 0 0 +2 +2 STOCK — $44,510
2026-06-01 85.84 60.49 83.79 0 0 +3 +3 STOCK — $45,289
2026-06-02 87.02 61.23 85.18 0 0 +4 +4 STOCK — $45,910
2026-06-03 86.36 61.99 85.9 0 0 -1 +5 STOCK — $45,563
2026-06-04 85.02 62.74 86.06 0 0 -2 +6 STOCK — $44,857
2026-06-05 72.88 63.3 82.82 0 0 -3 -1 STOCK — $38,451
2026-06-08 76.09 63.9 80.09 0 0 +1 -2 STOCK — $40,146
2026-06-09 73.55 64.47 76.89 0 0 -1 -3 STOCK — $38,804
2026-06-10 69.11 64.94 72.91 0 0 -2 -4 STOCK — $36,462
2026-06-11 75.84 65.59 73.65 0 0 +1 -5 STOCK — $40,010
2026-06-12 77.34 66.32 73.96 0 0 +2 -6 STOCK — $40,804
2026-06-15 84.4 67.2 76.67 0 0 +3 -7 STOCK — $44,526
2026-06-16 79.75 67.92 79.33 0 0 -1 -8 STOCK — $42,073
2026-06-17 77.36 68.56 79.71 0 0 -2 -9 STOCK — $40,815
2026-06-18 82.68 69.31 81.05 0 0 +1 -10 STOCK — $43,620
2026-06-22 82.39 70.03 80.54 0 0 -1 -11 STOCK — $43,468
2026-06-23 74.27 70.6 79.18 0 0 -2 -12 STOCK — $39,183
2026-06-24 73.3 71.08 78.16 0 0 -3 -13 STOCK — $38,672
2026-06-25 74.95 71.58 76.23 0 0 +1 -14 STOCK — $39,542
2026-06-26 71.83 72.01 73.59 1 0 -1 -15 STOCK — $37,896
2026-06-29 77.19 72.51 74.32 0 0 +1 -16 STOCK — $40,724
2026-06-30 81 73.03 76.24 0 0 +2 -17 STOCK — $42,734
2026-07-01 77.46 73.44 76.87 0 0 -1 -18 STOCK — $40,867
2026-07-02 73.35 73.77 77.25 1 0 -2 -19 STOCK — $38,698
2026-07-06 76.42 74.11 77.06 0 0 +1 -20 STOCK — $40,318
2026-07-07 72.23 74.37 74.86 1 0 -1 -21 STOCK — $38,107
2026-07-08 72.72 74.67 73.68 2 0 +1 -22 STOCK — $38,366
2026-07-09 76.34 74.97 74.43 0 0 +2 -23 STOCK — $40,276
2026-07-10 77.03 75.31 74.58 0 0 +3 -24 STOCK — $40,640
2026-07-13 72.64 75.5 74.68 1 0 -1 -25 STOCK — $38,324
2026-07-14 75.02 75.74 75.26 2 0 +1 -26 STOCK — $39,579
2026-07-15 74.44 76 74.78 3 0 -1 -27 STOCK — $39,273
2026-07-16 70.74 76.17 73.21 4 0 -2 -28 STOCK — $37,321
2026-07-17 67.53 76.25 71.93 5 0 -3 -29 STOCK — $35,628
2026-07-20 67.65 76.3 70.09 6 0 +1 -30 STOCK — $35,691
2026-07-21 71.37 76.42 69.32 7 0 +2 -31 CASH SELL $37,654
2026-07-22 70.28 76.48 69.21 0 1 -1 -32 CASH — $37,654
2026-07-23 66.3 76.38 68.9 0 0 -2 -33 CASH — $37,654
2026-07-24 64 76.25 67.99 0 0 -3 -34 CASH — $37,654
2026-07-27 63.4 76.01 66 0 0 -4 -35 CASH — $37,654
2026-07-28 61.56 75.72 63.82 0 0 -5 -36 CASH — $37,654
2026-07-29 57.75 75.4 61.68 0 0 -6 -37 CASH — $37,654
2026-07-30* 63.46 75.14 61.54 0 1 +1 -38 CASH — $37,654
* = LIVE / UNCONFIRMED PRICE — market may still be open; this row is not a final closing price.
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PoVal results CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_Output_20260730_153148_job1.csv
DeEx results CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_DeEx_Output_20260730_153148_job1.csv
Activity log CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_ActivityLog_20260730_153148_job1.csv
Master job log → C:\Users\wrsim\bin\Programming Projects\BackTesting_1\BackTestingV2.5\BackTest_Log_of_All_Jobs.csv
──────────────────────────────────────────────────────────────────────────────────────────
Starting Job 2/2: 2025-07-30 → 2026-07-30
──────────────────────────────────────────────────────────────────────────────────────────
[MAIN] Backtest rows: 501 (date 2025-07-30) → 752 (date 2026-07-30)
[MAIN] SMA_SELL_STOP=20,200,1 days SMA_BUY_STOP=3,80,1 days
[MAIN] NSELL_DAYS=1,15,1 NBUY_DAYS=1,10,1 TOP_N=20 TOP_M=1
[MAIN] Total Parameter Combinations: 2,117,700
[S3] Launching C++ engine — 753 rows × 203 cols, rows 501→752, top_n=20 top_m=1 …
══════════════════════════════════════════════════════════════════════════════════════════
BACKTEST RESULTS — Run: 20260730_153148 Job 2/2: 2025-07-30 → 2026-07-30
Buy & Hold: $14,243 (42%)
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── TOP 20 RANKED BY SAME-DAY EXECUTION (PoVal) ──
Rank PoVal PoRet% DeExPoVal DeExRet% SMA Sell SMA Buy NSellDays NBuyDays Trades
------ ------- -------- ----------- ---------- ---------- --------- ----------- ---------- --------
1 $18,652 87% $17,525 75% 41-day 3-day 13 3 4
2 $18,652 87% $17,525 75% 42-day 3-day 13 3 4
3 $18,652 87% $17,525 75% 43-day 3-day 13 3 4
4 $18,652 87% $17,525 75% 44-day 3-day 13 3 4
5 $18,652 87% $17,525 75% 45-day 3-day 13 3 4
6 $18,465 85% $17,876 79% 70-day 3-day 5 4 4
7 $18,465 85% $17,876 79% 71-day 3-day 5 4 4
8 $18,449 84% $18,928 89% 70-day 11-day 5 1 10
9 $18,449 84% $18,928 89% 70-day 12-day 5 1 10
10 $18,449 84% $18,928 89% 71-day 11-day 5 1 10
11 $18,449 84% $18,928 89% 71-day 12-day 5 1 10
12 $18,429 84% $17,751 78% 53-day 3-day 7 3 6
13 $18,429 84% $17,751 78% 54-day 3-day 7 3 6
14 $18,429 84% $17,751 78% 55-day 3-day 7 3 6
15 $18,403 84% $17,221 72% 46-day 3-day 11 3 4
16 $18,389 84% $17,718 77% 27-day 3-day 7 3 6
17 $18,389 84% $17,718 77% 28-day 3-day 7 3 6
18 $18,389 84% $17,718 77% 29-day 3-day 7 3 6
19 $18,389 84% $17,718 77% 30-day 3-day 7 3 6
20 $18,389 84% $17,718 77% 31-day 3-day 7 3 6
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★ OPTIMAL (PoVal) PARAMETER SET:
SMA_SELL_STOP : 41-day
SMA_BUY_STOP : 3-day
NSELL_DAYS : 13
NBUY_DAYS : 3
Final PoVal : $18,652 (87%)
DeExPoVal : $17,525 (75%)
Trades : 4
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── RESULT RANKED BY DELAYED EXECUTION (DeExPoVal) ──
Rank PoVal PoRet% DeExPoVal DeExRet% SMA Sell SMA Buy NSellDays NBuyDays Trades
------ ------- -------- ----------- ---------- ---------- --------- ----------- ---------- --------
1 $15,766 58% $20,381 104% 60-day 12-day 1 1 28
══════════════════════════════════════════════════════════════════════════════════════════
★ OPTIMAL (DeExPoVal) PARAMETER SET:
SMA_SELL_STOP : 60-day
SMA_BUY_STOP : 12-day
NSELL_DAYS : 1
NBUY_DAYS : 1
Final PoVal : $15,766 (58%)
DeExPoVal : $20,381 (104%)
Trades : 28
══════════════════════════════════════════════════════════════════════════════════════════
LAST 50 TRADING DAYS — Best PoVal Set (SMA Sell 41-day | SMA Buy 3-day | NSell 13 | NBuy 3)
──────────────────────────────────────────────────────────────────────────────────────────
Date AdjClose SMA41 SMA3 Sell Buy Price MACD Position Action PoVal
Sell Buy Strk Strk Strk Strk
----------- ---------- ------- ------ ------ ------ ------- ------ ---------- -------- -------
2026-05-19 72.76 57.95 74.03 0 0 -3 -1 STOCK — $19,016
2026-05-20 76.33 58.73 74.42 0 0 +1 -2 STOCK — $19,950
2026-05-21 76.77 59.54 75.29 0 0 +2 -3 STOCK — $20,064
2026-05-22 77.66 60.36 76.92 0 0 +3 -4 STOCK — $20,296
2026-05-26 81.76 61.35 78.73 0 0 +4 -5 STOCK — $21,368
2026-05-27 81.48 62.39 80.3 0 0 -1 -6 STOCK — $21,295
2026-05-28 83.49 63.51 82.24 0 0 +1 +1 STOCK — $21,819
2026-05-29 84.37 64.55 83.11 0 0 +2 +2 STOCK — $22,049
2026-06-01 85.84 65.59 84.57 0 0 +3 +3 STOCK — $22,435
2026-06-02 87.02 66.66 85.74 0 0 +4 +4 STOCK — $22,742
2026-06-03 86.36 67.69 86.41 0 0 -1 +5 STOCK — $22,570
2026-06-04 85.02 68.69 86.14 0 0 -2 +6 STOCK — $22,221
2026-06-05 72.88 69.3 81.42 0 0 -3 -1 STOCK — $19,048
2026-06-08 76.09 69.97 78 0 0 +1 -2 STOCK — $19,887
2026-06-09 73.55 70.56 74.18 0 0 -1 -3 STOCK — $19,222
2026-06-10 69.11 71.02 72.92 1 0 -2 -4 STOCK — $18,062
2026-06-11 75.84 71.57 72.83 0 0 +1 -5 STOCK — $19,819
2026-06-12 77.34 72.1 74.1 0 0 +2 -6 STOCK — $20,213
2026-06-15 84.4 72.78 79.19 0 0 +3 -7 STOCK — $22,057
2026-06-16 79.75 73.3 80.49 0 0 -1 -8 STOCK — $20,841
2026-06-17 77.36 73.78 80.5 0 0 -2 -9 STOCK — $20,218
2026-06-18 82.68 74.4 79.93 0 0 +1 -10 STOCK — $21,608
2026-06-22 82.39 74.94 80.81 0 0 -1 -11 STOCK — $21,532
2026-06-23 74.27 75.31 79.78 1 0 -2 -12 STOCK — $19,410
2026-06-24 73.3 75.58 76.65 2 0 -3 -13 STOCK — $19,157
2026-06-25 74.95 75.88 74.17 3 0 +1 -14 STOCK — $19,588
2026-06-26 71.83 76.15 73.36 4 0 -1 -15 STOCK — $18,773
2026-06-29 77.19 76.53 74.66 0 0 +1 -16 STOCK — $20,173
2026-06-30 81 76.96 76.67 0 0 +2 -17 STOCK — $21,169
2026-07-01 77.46 77.26 78.55 0 0 -1 -18 STOCK — $20,244
2026-07-02 73.35 77.47 77.27 1 0 -2 -19 STOCK — $19,170
2026-07-06 76.42 77.69 75.74 2 0 +1 -20 STOCK — $19,972
2026-07-07 72.23 77.71 74 3 0 -1 -21 STOCK — $18,877
2026-07-08 72.72 77.75 73.79 4 0 +1 -22 STOCK — $19,005
2026-07-09 76.34 77.76 73.76 5 0 +2 -23 STOCK — $19,951
2026-07-10 77.03 77.76 75.36 6 0 +3 -24 STOCK — $20,132
2026-07-13 72.64 77.71 75.34 7 0 -1 -25 STOCK — $18,984
2026-07-14 75.02 77.66 74.9 8 0 +1 -26 STOCK — $19,606
2026-07-15 74.44 77.56 74.03 9 0 -1 -27 STOCK — $19,455
2026-07-16 70.74 77.45 73.4 10 0 -2 -28 STOCK — $18,488
2026-07-17 67.53 77.29 70.9 11 0 -3 -29 STOCK — $17,649
2026-07-20 67.65 77.16 68.64 12 0 +1 -30 STOCK — $17,680
2026-07-21 71.37 77.04 68.85 13 0 +2 -31 CASH SELL $18,652
2026-07-22 70.28 76.88 69.77 0 1 -1 -32 CASH — $18,652
2026-07-23 66.3 76.6 69.32 0 0 -2 -33 CASH — $18,652
2026-07-24 64 76.17 66.86 0 0 -3 -34 CASH — $18,652
2026-07-27 63.4 75.73 64.57 0 0 -4 -35 CASH — $18,652
2026-07-28 61.56 75.2 62.99 0 0 -5 -36 CASH — $18,652
2026-07-29 57.75 74.55 60.9 0 0 -6 -37 CASH — $18,652
2026-07-30* 63.46 74 60.92 0 1 +1 -38 CASH — $18,652
* = LIVE / UNCONFIRMED PRICE — market may still be open; this row is not a final closing price.
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PoVal results CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_Output_20260730_153148_job2.csv
DeEx results CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_DeEx_Output_20260730_153148_job2.csv
Activity log CSV → TQQQ_2Y1Y_2026-07-30-3-30P_BK_ActivityLog_20260730_153148_job2.csv
Master job log → C:\Users\wrsim\bin\Programming Projects\BackTesting_1\BackTestingV2.5\BackTest_Log_of_All_Jobs.csv
Console log → TQQQ_2Y1Y_2026-07-30-3-30P_BK_Output_20260730_153148.txt
Run Complete in 00:00:14. Press any key…