QQQ / NQ Arbitrage Backtester

Data

Dataset

Signal

Lookback (bars)

Hedge model

Entry Z

Exit Z

Stop Z

Time stop (bars, 0=off)

Cooldown after stop

RTH only (9:30–15:55 ET, intraday data)

Execution & Costs

Contract

Contracts

Legs

Fill at

Fut comm / side / ct ($)

Fut slippage (ticks/side)

QQQ comm / share ($)

QQQ slip (¢ / share / side)

Capital base ($, for % metrics)

Prices ■ QQQ ■ NQ (normalized = 100 at window start)

Spread Z-score deviation from rolling equilibrium · ▲ long spread ▼ short spread ● exit

Equity Curve mark-to-market, net of costs

#	Side	Entry	Exit	Bars	Z in	Z out	Reason	Fut P&L	Hedge P&L	Costs	Net

Lookback values

Entry Z values

Net P&L ($) for every lookback × entry-Z combo, all other settings as configured. Click a cell to load those parameters.

Run a backtest first.

on tradingview.com: NQ1! ↗ NQ ÷ QQQ ratio ↗

Live TradingView chart. TradingView's free embed doesn't license CME futures or spread symbols, so NQ1! and the NQ÷QQQ ratio open on tradingview.com (the ratio is the raw equilibrium — when it stretches away from its recent range, that's the same deviation the z-score measures). US100 is a CFD that tracks NQ nearly 1:1.

Read this: this is statistical arbitrage, not riskless arbitrage — the spread mean-reverts on average, it is not pinned. The bundled NQ series is Yahoo's unadjusted front-month continuous (NQ=F), so quarterly roll gaps (Mar/Jun/Sep/Dec) appear as artificial spread jumps; check the Data Quality tab and treat trades flagged near rolls as suspect. For serious validation, export clean bars from your broker and upload them. Past performance ≠ future results. Result charts powered by TradingView Lightweight Charts™; live chart by TradingView.