imarketsignals.com - Profiting from trading the stocks of the invesco qqq trust im

"The iM-Top5(QQQ)Select trading strategy invests periodically in only five equal weighted stocks from the universe Nasdaq 100 ranked with a combination of the Portfolio 123 “Greenblatt” and the “iM: Quality” ranking systems, the latter described in this article.
The buy rules require stocks to have a dividend yield greater than 0.5%. Additionally, stocks must Piotroski F-Score greater than 4. Also, the Price to Earnings Ratio (excluding extraordinary items, for trailing 12 months) and the Current Year Projected P/E Ratio must be less than 1.25 times that of the average and median for the stocks of the S&P 500 index, respectively.

A minimum holding period of 4 weeks is specified. A position is sold based on its rank, or if the percentage from highest close since a position was started becomes less than -15%."
Year … Model … SPY … Excess
2000 … 22.45 … -9.74 … 32.18
2001 … 3.61 … -11.76 … 15.37
2002 … 35.20 … -21.58 … 56.79
2003 … 62.33 … 28.18 … 34.15
2004 … 8.34 … 10.70 … -2.36
2005 … 21.84 … 4.83 … 17.01
2006 … 7.82 … 15.85 … -8.02
2007 … 20.71 … 5.15 … 15.56
2008 … -36.42 … -36.79 … 0.37
2009 … 95.67 … 26.35 … 69.31
2010 … 31.76 … 15.06 … 16.71
2011 … 14.23 … 1.89 … 12.34
2012 … 7.99 … 15.99 … -8.00
2013 … 46.56 … 32.31 … 14.25
2014 … 26.67 … 13.46 … 13.21
2015 … -0.33 … 1.23 … -1.57
2016 … 22.14 … 12.00 … 10.14
2017 … 45.05 … 21.71 … 23.34
2018 … -1.05 … -4.57 … 3.52
2019 … 84.67 … 31.22 … 53.45
2020 … 46.60 … 18.33 … 28.26
2021 … 25.58 … 20.05 … 5.53