GLDIWMQQQSPYTLTXLEXLFXLKXLV
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
MomentumFork
Backtest
Oct 2020 – May 2026 · 5.6 years- Annual return
- +20.5%SPY +16.9%
- Sharpe ratio
- 1.24SPY 1.02
0 net votes (1 up, 1 down)
0comments1forks