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Unleveraged ETF research · Research strategy

A08 · Trend-quality weighting

Scales QQQM and SMH by how directional their recent price paths have been.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Scales QQQM and SMH by how directional their recent price paths have been.

Why it might work

Steady advances may be more durable than noisy moves with the same return.

When it invests

At weekly reviews, size eligible positive-momentum funds by their 63-day efficiency ratio, up to 49.5% each.

When it exits

Exit a fund below its 200-day average.

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

A08 · QQQM + SMH · v3 base backtest

A08 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return38.9%Change in simulated portfolio value over the test.
Annualized return11.6%Yearly compounded return; shown only when supported.
Worst drawdown12.6%Largest fall from an earlier portfolio high.
Sharpe ratio0.82Return relative to variability, under the source study's definition.
Trades6Completed 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