S&P 500 (SPY) · Nasdaq-100 (QQQ) · Long-Term Index Strategy
Kronos follows the major US stock market indexes — the S&P 500 and Nasdaq-100. This backtest uses historical SPY and QQQ price data to simulate how your configured strategy would have performed. It tests trend-following entries, long-hold periods, and rebalancing logic based on your risk settings. Results reflect a buy-and-hold-with-signals approach, not day trading.
Initializing...
| Month | Return | SPY Return | QQQ Return | Trades | Win Rate | Max Drawdown |
|---|
How frequently Kronos enters and exits positions.
How often Kronos adjusts the SPY/QQQ split.
How capital is split between the two indexes.
Kronos stops trading for the month if this loss is hit.
Fine-tune the core parameters Kronos uses to time entries and exits on SPY and QQQ.
Defaults are calibrated for long-term index trading. Only adjust if you understand what each parameter does.
For long-term index trading, 35 is slightly more conservative than the standard 30 — Kronos waits for a stronger dip before buying.
At 72, Kronos starts looking to trim positions. The S&P rarely sustains RSI above 75 for long.
A 20-day fast EMA is standard for medium-term trend detection on daily index charts.
The 50-day EMA is the most watched moving average by institutional investors on the S&P 500.
5% is appropriate for index funds — tight stops get triggered by normal daily volatility. Too tight = lots of unnecessary exits.
Long-term index moves typically run 8–15% before a meaningful pullback. 8% captures most of the move.
Kronos only trades 2 assets (SPY and QQQ), so 2 is the natural maximum.
1.1x volume is sufficient for index ETFs — they always have high liquidity. Too high a filter = missing valid entries.
60 minutes is appropriate for daily index trading. Kronos waits an hour before re-entering after a stop is triggered.