Why it might work
Scaling down during volatile periods may moderate portfolio swings.
ETF baseline rules · Research strategy
S07 · Volatility-controlled mix
Combines QQQM and a semiconductor fund and scales exposure to a portfolio volatility target.
QQQM with SMH or SOXX, and settled cashWeeklyUnleveraged ETF exposure
The idea
How it works
Combines QQQM and a semiconductor fund and scales exposure to a portfolio volatility target.
When it invests
At weekly reviews, allocate eligible funds near 40% broad and 60% semiconductor weights, reduced when estimated volatility is high.
When it exits
Exit any fund that closes 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
S07 · QQQM + SMH · v3 base backtest
S07 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
S07 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S07 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S07 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S07 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S07 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SMH · v3 base backtest
S07 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
S07 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S07 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S07 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S07 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S07 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS07 · QQQM + SOXX · v3 base backtest
S07 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