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Unleveraged ETF research · Research strategy

A01 · Buffered momentum rotation

Rotates between QQQM and SMH using trend and momentum, with a buffer to limit switching.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Rotates between QQQM and SMH using trend and momentum, with a buffer to limit switching.

Why it might work

A persistent relative leader may outperform while the buffer reduces small reversals.

When it invests

At weekly reviews, choose the stronger eligible fund when it is above its 200-day average with positive six-month return; switch only when the advantage clears the buffer.

When it exits

Exit when the held fund loses its long trend or six-month momentum turns negative.

What can go wrong

  • Historical signals can reverse before a delayed order fills.
  • Sector concentration and trend reversals can cause substantial losses.

Selected research result

A01 · QQQM + SMH · v3 base backtest

A01 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return241.3%Change in simulated portfolio value over the test.
Annualized return50.6%Yearly compounded return; shown only when supported.
Worst drawdown24.6%Largest fall from an earlier portfolio high.
Sharpe ratio1.49Return relative to variability, under the source study's definition.
Trades4Completed simulated trades, when reported.

Read assumptions and limitations →

Research history

Variants and recorded runs

Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.

QQQM SMH1 result