The latest articles on DEV Community by quantstrat (@quantstrat). https://dev.to/quantstrat https://media2.dev.to/dynamic/image/width=90,height=90,fit=cover,gravity=auto,format=auto/https:%2F%2Fdev-to-uploads.s3.us-east-2.amazonaws.com%2Fuploads%2Fuser%2Fprofile_image%2F4155332%2F138c4b0b-afc9-4dc3-b3df-27d627a3d22e.jpg https://dev.to/quantstrat en quantstrat Wed, 07 Oct 2026 09:10:28 +0000 https://dev.to/quantstrat/can-donchian-channel-breakouts-beat-buy-and-hold-a-3-year-qqq-test-2b9a https://dev.to/quantstrat/can-donchian-channel-breakouts-beat-buy-and-hold-a-3-year-qqq-test-2b9a <p>The backtest aimed to evaluate a strategy using price indicators to identify potential upward trends in seven symbols from January 1, 2016, to January 1, 2025. Starting with an initial equity of $100,</p> <p><a href="https://quantstr.at/backtests/donchian-atr-breakout-qqq-20261007/?utm_source=devto&amp;utm_medium=syndication&amp;utm_campaign=donchian-atr-breakout-qqq-20261007" rel="noopener noreferrer">Can Donchian Channel Breakouts Beat Buy-and-Hold? A 3-Year QQQ Test</a></p> trading python finance datascience quantstrat Tue, 06 Oct 2026 13:31:17 +0000 https://dev.to/quantstrat/can-keltner-channel-breakouts-beat-buy-and-hold-a-3-year-test-on-tech-equities-qqq-4ljh https://dev.to/quantstrat/can-keltner-channel-breakouts-beat-buy-and-hold-a-3-year-test-on-tech-equities-qqq-4ljh <p>We tested a 20-period Keltner Channel breakout strategy with an ADX filter across QQQ, NVDA, AAPL, MSFT, AMD, and AMZN over 3 years.</p> <p><a href="https://quantstr.at/backtests/keltner-adx-volatility-breakout-qqq/?utm_source=devto&amp;utm_medium=syndication&amp;utm_campaign=keltner-adx-volatility-breakout-qqq" rel="noopener noreferrer">Can Keltner Channel Breakouts Beat Buy-and-Hold? A 3-Year Test on Tech Equities &amp; QQQ</a></p> trading python finance datascience quantstrat Fri, 02 Oct 2026 10:08:14 +0000 https://dev.to/quantstrat/a-1030-ema-rsi-rotation-across-6-sector-etfs-lagged-spy-but-halved-the-drawdown-4a3k https://dev.to/quantstrat/a-1030-ema-rsi-rotation-across-6-sector-etfs-lagged-spy-but-halved-the-drawdown-4a3k <p>We tested a simple trend-following rule across six US sector ETFs over three years (2023-08-29 to 2026-08-27). The honest result: <strong>it lagged SPY on raw return, but its worst drawdown was about half as deep.</strong></p> <h2> The rule </h2> <ul> <li>Universe: XLK, XLF, XLI, XLE, XLV, XLY (six liquid sector ETFs)</li> <li>Buy when the 10-day EMA rises above the 30-day EMA <strong>and</strong> the 14-day RSI is above 50</li> <li>Sell when the 10-day EMA falls back below the 30-day EMA</li> <li>$100,000 starting capital, 79 closed trades, 40.5% win rate</li> </ul> <h2> Results </h2> <div class="table-wrapper-paragraph"><table> <thead> <tr> <th>Metric</th> <th>Sector strategy</th> <th>Equal-weight sector basket</th> <th>SPY</th> </tr> </thead> <tbody> <tr> <td>Total return</td> <td>58.57%</td> <td>69.44%</td> <td>77.04%</td> </tr> <tr> <td>Annualised return (CAGR)</td> <td>16.66%</td> <td>19.27%</td> <td>21.01%</td> </tr> <tr> <td>Max drawdown</td> <td>-9.81%</td> <td>-17.51%</td> <td>-18.20%</td> </tr> </tbody> </table></div> <p>The account grew from $100,000 to $158,574. It gave up some upside to SPY and to simply holding the six ETFs, in exchange for a much shallower worst decline. Whether that trade is worth it depends on how much drawdown you can live with.</p> <h2> Full write-up </h2> <p>Methodology, walk-forward check, monthly returns, drawdown analysis and the code are in the original article on quantstr.at:</p> <p><a href="https://quantstr.at/backtests/sector-momentum-breakout-rotation/?utm_source=devto&amp;utm_medium=syndication&amp;utm_campaign=sector_momentum_launch" rel="noopener noreferrer">Can a Simple Trading Rule Reduce Stock-Market Losses? We Tested It on 6 Sector ETFs</a></p> <p><em>Backtests are historical simulations, not investment advice.</em></p> trading python finance datascience