Why it might work
A break above a recent range may signal persistent demand.
ETF baseline rules · Research strategy
S03 · Channel breakout sleeves
Buys each fund independently after a 55-day high breakout.
QQQM with SMH or SOXX, and settled cashDailyUnleveraged ETF exposure
The idea
How it works
Buys each fund independently after a 55-day high breakout.
When it invests
Enter a 49.5% sleeve after price exceeds the prior 55-day high.
When it exits
Exit when price falls below the prior 20-day low.
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
S03 · QQQM + SMH · v3 base backtest
S03 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
S03 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S03 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S03 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S03 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S03 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SMH · v3 base backtest
S03 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
S03 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S03 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S03 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S03 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S03 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS03 · QQQM + SOXX · v3 base backtest
S03 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