MoMoEtf1
Systematic ETF allocation model that adjusts monthly across major market exposures using proprietary trend and risk-management signals. Subscribers receive current model allocations and update alerts.
Strategy results include transaction costs of 5 bps (0.05%) on each purchase and each sale, including initial purchases. Open positions are not liquidated solely at the end of the backtest.
Backtest period: 2016-12-01 through 2026-10-13 · Starting equity: $98,657
Strategy FAQ
Public overview. Current signals and positions are not shown here.
What is MoMoEtf1?
MoMoEtf1 is a systematic ETF allocation model. It adjusts monthly across major market exposures using proprietary trend and risk-management signals.
How often can holdings change?
The model is designed around a monthly update process. It is not an intraday trading system, and an allocation can remain unchanged for multiple months.
Are the charts live account results?
No. They are simulated backtest results and may omit real-world costs, taxes, slippage, and execution differences.
What is available to members?
Members receive current model allocation details, model alerts, and subscriber-only updates.
Equity Curve
MoMoEtf1 and SPY equity with drawdowns through 2026-10-13.
Monthly Returns
* Partial month-to-date return through 2026-10-13.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year Return | SPY Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.0% | 12.2% | -10.7% | 6.4% | 4.7% | -4.2% | -8.3% | 12.2% | -0.4% | 1.9%* | — | — | 20.4% | 15.0% |
| 2025 | 0.2% | 0.7% | 4.0% | 3.2% | 8.4% | 2.8% | 0.8% | 9.2% | 12.3% | 0.1% | 5.7% | 5.5% | 66.7% | 17.7% |
| 2024 | 4.4% | 9.3% | 4.9% | -7.0% | 9.3% | 3.2% | 5.0% | 0.8% | 5.2% | -2.5% | -0.8% | -6.4% | 26.5% | 24.9% |
| 2023 | 1.2% | -3.7% | 7.1% | -0.2% | -5.2% | 10.2% | 3.7% | -0.9% | -7.8% | -3.2% | 14.3% | 8.5% | 23.9% | 26.2% |
| 2022 | -1.0% | -0.4% | 6.5% | -1.1% | 0.4% | -0.3% | 0.2% | -1.6% | -4.6% | 15.9% | 3.7% | -2.2% | 15.1% | -18.2% |
| 2021 | 13.3% | 0.1% | 4.6% | 2.6% | 0.8% | 1.7% | 0.9% | 2.2% | -6.3% | 6.1% | 3.6% | -0.8% | 31.6% | 28.7% |
| 2020 | -1.2% | 0.9% | 1.2% | 0.1% | 2.5% | 2.9% | 10.9% | 6.1% | -4.1% | -3.3% | 8.3% | 5.5% | 32.6% | 18.3% |
| 2019 | 0.2% | 0.6% | 3.5% | 0.8% | -3.4% | 9.6% | 1.4% | 7.2% | -0.3% | 2.5% | -2.5% | 6.7% | 28.6% | 31.2% |
| 2018 | 6.9% | 0.4% | -3.2% | -0.3% | 7.7% | -4.0% | 5.4% | 2.8% | 1.6% | -9.5% | 0.2% | 0.8% | 7.7% | -4.6% |
| 2017 | 5.3% | -1.4% | 0.8% | 1.9% | 4.8% | -2.3% | 4.6% | 3.1% | 3.7% | 5.7% | 0.2% | 1.2% | 30.9% | 21.7% |
| 2016 | — | — | — | — | — | — | — | — | — | — | — | 1.5% | 1.5% | 2.4% |
Member Signals
Current holdings, latest alerts, and recent allocations are available to members.