QQQ — QQQ | Nasdaq-100 ETF | Nasdaq-100 Market Proxy 13F holdings and portfolio analysis

PrêtQQQ | Nasdaq-100 ETF | Nasdaq-100 Market Proxy · John Jacobs

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Baseline

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Baselinetested
Référence Q&R de stratégie3 Q&R de référence

Q&R pré-générée sur ce fonds. Utilisez-la comme contexte de référence pour votre propre analyse.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Directly following the baseline exposes an investor to a concentrated large-cap growth portfolio with heavy technology dependence and above-market volatility. In the baseline artifact, top 5 holdings are 35.01% and top 10 are 50.8%, while sector weights are 55.26% Information Technology, 14.14% Consumer Discretionary, and 13.07% Communication Services. Single-name exposure is led by NVIDIA at 9.56%, Apple at 8.47%, and Microsoft at 7.58%. The backtest profile is strong on return at 20.06% annualized and 510.52% total return, but the trade-off is beta 1.16 and a -34.6% max drawdown.

↳Show me how much baseline risk comes from the top 5 names versus the sector mix.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent baseline periods that best show the trade-off are the weak growth drawdowns and the rebound months. Early 2025 was choppy: January 2025 returned -3.85% versus SPY at -2.79%, and February lost -7.72% versus -6.48%, showing the cost of higher-beta growth exposure. But April 2025 rebounded +9.22% versus SPY +6.28%, and August 2025 gained +5.63% versus +3.66%, showing how the same concentration can drive upside when growth leadership returns. Turnover also stayed meaningful, ranging from 1.04 to 2.11 in the recent monthly periods, so the payoff came with both market and implementation risk.

↳Plot the last 12 baseline months against SPY and highlight the biggest positive and negative excess-return months.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect three things next: concentration, sector dependence, and period-level stress behavior. The baseline artifact already shows top 10 concentration of 50.8%, Information Technology at 55.26% sector weight, and a -34.6% max drawdown. It also flags 11,342 trades across the backtest and one period with nearly 100% turnover, which means real-world friction may exceed estimates. Before accepting baseline exposure, a user should check whether they are comfortable with those top holdings, whether they want this much technology sensitivity, and whether recent negative months like January and February 2025 fit their drawdown tolerance.

↳Walk me through baseline concentration, turnover spikes, and worst drawdown periods before I compare it with the screened alternatives.
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