Sector/ETF momentum rotation
MomentumETFs
Each month, compare SPY, QQQ, IWM, XLK, XLF, XLE, XLV, GLD, and TLT based on their trailing 1-month returns. Invest equally in the top 3 ETFs.
2 net votes (2 up, 0 down)
Performance
Paper· creator · active
−3.2%
Since Oct 6, 2026 · 25 trading days
Holdings
Each holding's share of the run at the Nov 6, 2026 close. Share counts and dollar amounts stay private.
| Symbol | Weight |
|---|---|
| XLF | 34.5% |
| XLV | 33.5% |
| XLE | 30.9% |
The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.
How version 1 would have done from Jan 1, 2020 to May 25, 2026, trading the plan exactly as written with costs included.
- Total return
- +185.1%
- Holding SPY
- +140.2%
- Return per year
- +20.5%
- Worst drop
- -24.0%
- Return for the risk taken
- 1.24
- Closed trades
- 121
Over the whole test period, after costs
Same period, bought once and held
SPY: -24.5%
Sharpe ratio: higher is steadier
59.5% made money
Keep in mind
- The largest drop from a peak ran from 25 March 2022 to 26 September 2022.
- Code-defined strategy, evaluated at each session's open and close. Close fills are idealized close-price simulations, not guaranteed executable orders. Costs are charged on every fill.
- Daily prices, adjusted for splits and dividends. Trading days 6 October 2020 to 25 May 2026.
- Prices start on 27 July 2020, so this test starts on 6 October 2020 instead of 1 January 2020: it needs 50 trading days of prices before its first day.
- Orders fill at the open or close specified by the strategy code; close fills are idealized simulations. Trading costs are charged on every buy and sell, and any borrowing costs and interest build up daily.
A simulation of the past, not a prediction. Fork this agent to run more tests on the same plan.