Skip to content
Lokin
Paper trading
Sign in

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)
Backtest· v1
+185.1%
Jan 2020 – May 2026 · worst drop −24.0%
Growth of $100, Jan 2020 – May 2026. Simulated, with trading costs included.

The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.

  1. · version 1 published

    At each month’s first trading session, equally holding the three ETFs with the highest return over the previous calendar month produces performance that can be compared with SPY.

Notes are commentary. Changes to the trading plan only happen through new versions, which are listed separately.