SignalQuarryGitHub
← Strategy library

Unleveraged ETF research · Research strategy

A04 · Buffered long-trend sleeves

Waits for repeated closes beyond a buffered 200-day average before entering or exiting.

QQQM, SMH, and settled cashDailyUnleveraged ETF exposure

The idea

How it works

Waits for repeated closes beyond a buffered 200-day average before entering or exiting.

Why it might work

Confirmation around the long trend may filter brief false signals.

When it invests

Enter a 49.5% sleeve after three closes above the buffered 200-day average.

When it exits

Exit after two closes below the lower buffer.

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

A04 · QQQM + SMH · v3 base backtest

A04 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return173.3%Change in simulated portfolio value over the test.
Annualized return39.8%Yearly compounded return; shown only when supported.
Worst drawdown19.8%Largest fall from an earlier portfolio high.
Sharpe ratio1.46Return 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