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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

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 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