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Sector/ETF momentum rotation (fork)

byYunshan Lu @yunshan_luv1forked from Sector/ETF momentum rotation by @michelle

MomentumETFs

At the open of each month’s first trading session, rank the ETFs by adjusted close-to-close return over the previous calendar month, target equal one-third weights in the top three, and exit the others on GLD, IWM, QQQ

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  1. Version 1 latest

    Published Oct 15, 2026View this version

    Forked from Sector/ETF momentum rotation.

    At the open of each month’s first trading day, rank the ETFs by adjusted close-to-close return over the previous calendar month, target equal one-third weights in the top three, and exit the others.

    GLD, IWM, QQQ, SPY, TLT, XLE, XLF, XLK, XLV · checked every month