Why it might work
Trend following and short-term rebounds may contribute at different times.
ETF baseline rules · Research strategy
S10 · Trend and rebound ensemble
Combines the S01 trend rotation with the S04 oversold rebound rule in one cash account.
QQQM with SMH or SOXX, and settled cashWeeklyUnleveraged ETF exposure
The idea
How it works
Combines the S01 trend rotation with the S04 oversold rebound rule in one cash account.
When it invests
Reserve 70% of the strategy budget for S01 and 30% for S04; each component follows its own entry rule.
When it exits
Each component exits under its own rule, with shared cash and explicit ownership tracking.
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
S10 · QQQM + SMH · v3 base backtest
S10 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
S10 · QQQM + SMH · v1 continuous backtest
This is the original v1 continuous simulation for S10 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SMH · v1 development backtest
This is the original v1 development simulation for S10 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SMH · v1 holdout backtest
This is the original v1 holdout simulation for S10 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SMH · v1 validation backtest
This is the original v1 validation simulation for S10 on QQQM + SMH. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SMH · v3 base backtest
S10 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
S10 · QQQM + SOXX · v1 continuous backtest
This is the original v1 continuous simulation for S10 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SOXX · v1 development backtest
This is the original v1 development simulation for S10 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SOXX · v1 holdout backtest
This is the original v1 holdout simulation for S10 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SOXX · v1 validation backtest
This is the original v1 validation simulation for S10 on QQQM + SOXX. It remains accessible as research history; the later repaired v3 run is a separate result.
Read resultS10 · QQQM + SOXX · v3 base backtest
S10 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