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Unleveraged ETF research · Research strategy

A09 · Drawdown-throttled ensemble

Follows an independent S01/S04 shadow account but reduces copied exposure as that shadow draws down.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Follows an independent S01/S04 shadow account but reduces copied exposure as that shadow draws down.

Why it might work

Reducing exposure after deterioration may constrain further losses.

When it invests

At weekly reviews, mirror the shadow account's prior-close component weights at a drawdown-dependent fraction.

When it exits

Mirror component exits daily; exposure increases wait for weekly review.

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

A09 · QQQM + SMH · v3 base backtest

A09 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return87.2%Change in simulated portfolio value over the test.
Annualized return23.3%Yearly compounded return; shown only when supported.
Worst drawdown18.0%Largest fall from an earlier portfolio high.
Sharpe ratio1.25Return relative to variability, under the source study's definition.
Trades47Completed 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