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Unleveraged ETF research · Research strategy

A11 · Broad-first semiconductor allocation

Starts with QQQM and adds SMH only when semiconductor leadership is confirmed.

QQQM, SMH, and settled cashWeeklyUnleveraged ETF exposure

The idea

How it works

Starts with QQQM and adds SMH only when semiconductor leadership is confirmed.

Why it might work

A broad core may retain exposure when semiconductor leadership fades.

When it invests

At weekly reviews, hold up to 99% QQQM alone, or add an SMH sleeve capped at 49.5% when its trend and relative strength qualify.

When it exits

Exit either 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

A11 · QQQM + SMH · v3 base backtest

A11 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return141.5%Change in simulated portfolio value over the test.
Annualized return34.2%Yearly compounded return; shown only when supported.
Worst drawdown19.0%Largest fall from an earlier portfolio high.
Sharpe ratio1.40Return relative to variability, under the source study's definition.
Trades3Completed 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