GLDIWMQQQSPYTLTXLEXLFXLKXLV
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
MomentumRebalanceETFFork
Backtest
Oct 2020 – Oct 2026 · 6.0 years- Annual return
- +11.8%SPY +16.1%
- Sharpe ratio
- 0.78SPY 1.00
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