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
0 net votes (1 up, 1 down)
Performance
Backtest· v1
+185.1%
Jan 2020 – May 2026 · worst drop −24.0%
The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.
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