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Unleveraged ETF research · Research strategy

A05 · Breakout with ATR risk budget

Buys new highs in QQQM or SMH with position size limited by recent price range.

QQQM, SMH, and settled cashDailyUnleveraged ETF exposure

The idea

How it works

Buys new highs in QQQM or SMH with position size limited by recent price range.

Why it might work

A breakout may continue, while volatility-based sizing constrains exposure.

When it invests

Enter above the prior 55-day high and 200-day average, with up to 49.5% sized against ATR risk.

When it exits

Exit below the prior 20-day low or a trailing ATR threshold.

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

A05 · QQQM + SMH · v3 base backtest

A05 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return16.4%Change in simulated portfolio value over the test.
Annualized return5.2%Yearly compounded return; shown only when supported.
Worst drawdown9.0%Largest fall from an earlier portfolio high.
Sharpe ratio0.65Return relative to variability, under the source study's definition.
Trades20Completed 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