Why it might work
A temporary oversold move may reverse when the longer trend remains positive.
ETF baseline rules · Research strategy
S05 · Lower-band rebound
Waits for a lower volatility-band breach and then a move back inside the band.
QQQM with SMH or SOXX, and settled cashDailyUnleveraged ETF exposure
The idea
How it works
Waits for a lower volatility-band breach and then a move back inside the band.
When it invests
Arm a fund below its lower band while above its 200-day average; buy up to 49.5% on a rebound within five sessions.
When it exits
Exit above the 20-day average, below the 200-day average, or after fifteen holding sessions.
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
S05 · QQQM + SMH · v3 base backtest
S05 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
S05 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S05 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S05 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S05 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S05 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SMH · v3 base backtest
S05 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
S05 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S05 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S05 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S05 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S05 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS05 · QQQM + SOXX · v3 base backtest
S05 on QQQM + SOXX failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.
Read result