Backtested ETF allocation model

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.

Backtest period: 2017-09-01 through 2026-08-28 · Starting equity: $100,000

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.

Strategy CAGR
25.2%
SPY CAGR
13.4%
Strategy Max Drawdown
-18.3%
SPY Max Drawdown
-34.1%
Total Return
644.35%
Sharpe Ratio
1.22
Final Equity
$744,354
Active Months
107

Equity Curve

MoMoEtf1 and SPY equity with drawdowns through 2026-08-28.

Monthly Returns

* Partial month-to-date return through 2026-08-28.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear ReturnSPY Year
20268.8%12.3%-10.3%5.8%5.3%-5.5%-4.9%12.2%*23.1%13.1%
20250.0%-2.1%6.1%3.1%10.4%-0.2%2.4%10.1%11.3%-0.4%4.8%6.9%65.1%16.4%
20246.5%10.5%2.7%-7.7%9.1%3.4%2.9%0.5%7.5%-2.3%0.2%-6.9%27.3%23.3%
20232.5%-2.8%3.5%-0.8%-4.2%8.6%4.6%-1.7%-7.5%-1.4%13.3%5.5%19.2%24.3%
2022-0.9%-0.2%7.5%-3.0%0.3%-0.2%0.0%-1.3%-4.4%13.5%3.6%-3.6%10.5%-19.5%
202113.8%2.6%3.3%1.2%0.4%2.1%0.3%2.7%-6.4%7.6%-1.2%3.6%32.7%27.0%
2020-1.0%0.7%1.2%-0.0%3.2%1.9%12.2%5.0%-2.9%-3.1%8.7%4.1%33.2%16.2%
2019-0.1%0.8%1.1%-3.3%-3.4%9.3%1.9%6.1%-0.3%1.4%-2.6%6.4%17.8%28.8%
20186.6%-2.0%-3.6%-0.4%8.2%-3.9%3.9%3.3%0.8%-7.0%0.1%0.7%5.7%-6.3%
20174.0%4.7%0.2%1.9%11.2%7.7%

Member Signals

Current holdings, latest alerts, and recent allocations are available to members.

View membership options

Important: These are simulated backtest results, not verified live performance. Backtests are hypothetical, may benefit from hindsight, and may not reflect transaction costs, slippage, liquidity constraints, taxes, or future market conditions. Past or simulated performance does not guarantee future results.