Kronos — Backtest

S&P 500 (SPY) · Nasdaq-100 (QQQ) · Long-Term Index Strategy

What This Backtest Simulates

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.

Select Historical Period
Downloading historical SPY & QQQ price data
Identifying trend entry & exit signals
Applying your risk & rebalancing settings
Comparing performance against S&P 500 benchmark
Generating monthly breakdown & summary

Initializing...

Total Return
+18.4%
Win Rate
71%
Total Trades
51
Max Drawdown
-4.2%
Sharpe Ratio
1.84
Kronos vs Benchmarks 6 Months · Simulated
Kronos Bot S&P 500 Buy & Hold OCT NOV DEC JAN FEB MAR
Kronos Bot
+18.4%
Your configured strategy
S&P 500 (Passive)
+13.2%
Simple index tracking
Buy & Hold SPY
+10.8%
No trading, just holding
Monthly Performance Breakdown SPY & QQQ combined
MonthReturnSPY ReturnQQQ ReturnTradesWin RateMax Drawdown
Backtest Summary — What This Means For You
Kronos outperformed a simple buy-and-hold SPY strategy by +7.6% and beat passive S&P 500 tracking by +5.2% over the 6-month period. The strategy showed resilience — it even outperformed in December when the S&P 500 dropped 2.5%, thanks to early exits triggered by the trend signals. The maximum drawdown of -4.2% occurred during December's sell-off and is well within a comfortable range for a long-term strategy. A Sharpe ratio of 1.84 indicates strong risk-adjusted returns — anything above 1.5 is considered good. This configuration looks well-suited to your long-term wealth goal.
⚡ Deploy Kronos Now

Customize Kronos

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.

5% — Small25% — Standard50% — Large

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.