Why it might work
Low volatility followed by a breakout may precede a directional move.
ETF baseline rules · Research strategy
S09 · Contraction breakout
Looks for a quiet trading range before entering a 20-day breakout.
QQQM with SMH or SOXX, and settled cashDailyUnleveraged ETF exposure
The idea
How it works
Looks for a quiet trading range before entering a 20-day breakout.
When it invests
Arm a fund when its band width contracts; enter up to 49.5% within ten sessions if price breaks above its prior 20-day high and 100-day average.
When it exits
Exit after a three-ATR trailing decline or forty 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
S09 · QQQM + SMH · v3 base backtest
S09 on QQQM + SMH failed 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
S09 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S09 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S09 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S09 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S09 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SMH · v3 base backtest
S09 on QQQM + SMH failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.
Read resultQQQM SOXX5 results
S09 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S09 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S09 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S09 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S09 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS09 · QQQM + SOXX · v3 base backtest
S09 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