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Unleveraged ETF research · Research strategy

A10 · Adaptive trend-rebound ensemble

Combines S01 and S04 while changing their budget split with trend strength.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Combines S01 and S04 while changing their budget split with trend strength.

Why it might work

Trend and rebound components may deserve different weights in strong versus weak markets.

When it invests

At weekly reviews, give more budget to S01 when both funds show healthy trends; otherwise use an even split.

When it exits

Each component exits under its own frozen rule; budget increases wait for 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

A10 · QQQM + SMH · v3 base backtest

A10 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return135.6%Change in simulated portfolio value over the test.
Annualized return33.1%Yearly compounded return; shown only when supported.
Worst drawdown20.9%Largest fall from an earlier portfolio high.
Sharpe ratio1.34Return relative to variability, under the source study's definition.
Trades62Completed 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