Why it might work
Agreement between fast and slow trends may reduce exposure during weakening markets.
ETF baseline rules · Research strategy
S02 · Dual-average trend sleeves
Allows each fund to occupy up to half the portfolio when its short trend exceeds its slower trend.
QQQM with SMH or SOXX, and settled cashDailyUnleveraged ETF exposure
The idea
How it works
Allows each fund to occupy up to half the portfolio when its short trend exceeds its slower trend.
When it invests
Enter a 49.5% sleeve when the 20-day exponential average exceeds the 100-day average and price is above its 200-day average.
When it exits
Exit a sleeve when its fast average falls below the slow one or its price falls below the 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
S02 · QQQM + SMH · v3 base backtest
S02 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.
Research history
Variants and recorded runs
Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.
QQQM SMH5 results
S02 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S02 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S02 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S02 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S02 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SMH · v3 base backtest
S02 on QQQM + SMH passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.
Read resultQQQM SOXX5 results
S02 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S02 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S02 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S02 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S02 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS02 · QQQM + SOXX · v3 base backtest
S02 on QQQM + SOXX passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.
Read result