Skip to content
Lokin
Paper trading
Sign in

Sector/ETF momentum rotation (fork)

byVineet Sadananda @vineetsadanandav1forked from Sector/ETF momentum rotation by @michelle

MomentumRebalanceETFETFs

At each month’s first open, hold the four ETFs with the lowest returns over the previous calendar month and exit the rest on GLD, IWM, QQQ

1 net votes (1 up, 0 down)
Backtest· v1
+95.8%
Jul 2020 – Oct 2026 · worst drop −20.4%
Growth of $100, Jul 2020 – Oct 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, use the previous calendar month’s returns to buy the four weakest-performing ETFs and compare the strategy with SPY.

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