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Unleveraged ETF research · Research strategy

A02 · Three-horizon trend votes

Sizes QQQM and SMH sleeves by how many moving-average trend tests each passes.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Sizes QQQM and SMH sleeves by how many moving-average trend tests each passes.

Why it might work

Several trend horizons may distinguish broad strength from partial recovery.

When it invests

At weekly reviews, assign each fund up to 49.5% according to positive 50-, 100-, and 200-day trend votes.

When it exits

Exit a fund below its 200-day average when its recent return is 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

A02 · QQQM + SMH · v3 base backtest

A02 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return106.9%Change in simulated portfolio value over the test.
Annualized return27.4%Yearly compounded return; shown only when supported.
Worst drawdown23.9%Largest fall from an earlier portfolio high.
Sharpe ratio1.24Return relative to variability, under the source study's definition.
Trades9Completed 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