MoMoEtf2
Tactical asset allocation model that adjusts monthly across major market exposures using proprietary market-environment and risk-management signals. Subscribers receive current model allocations and update alerts.
Backtest period: 2002-08-01 through 2026-08-28 · Starting equity: $100,000
Strategy FAQ
Public overview. Current signals and positions are not shown here.
What is MoMoEtf2?
MoMoEtf2 is a tactical ETF allocation model. It adjusts monthly across major market exposures using proprietary market-environment 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
MoMoEtf2 and SPY equity with drawdowns through 2026-08-28.
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year Return | SPY Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.2% | 9.5% | 10.3% | 2.1% | -5.6% | -5.0% | -8.0% | 5.9% | — | — | — | — | 23.1% | 13.4% |
| 2025 | 2.3% | 3.8% | 3.5% | 0.1% | -0.0% | 9.8% | 2.8% | 3.6% | -0.3% | -1.4% | -4.8% | 0.8% | 21.5% | 17.7% |
| 2024 | 2.7% | 4.7% | 10.5% | -0.9% | -0.3% | 7.8% | -3.3% | 0.7% | 2.6% | -1.6% | 7.8% | -9.6% | 21.4% | 24.9% |
| 2023 | -2.0% | 0.4% | 0.0% | 2.8% | 8.9% | 6.1% | 7.8% | 1.6% | 2.4% | -5.8% | 5.1% | 4.2% | 35.3% | 26.2% |
| 2022 | 18.8% | 7.1% | 10.3% | -1.7% | 4.3% | -4.9% | 5.4% | -2.9% | -6.4% | 1.9% | 7.0% | -3.0% | 38.7% | -18.2% |
| 2021 | -0.8% | 22.5% | 3.0% | 0.7% | 5.7% | 4.2% | -8.3% | 3.6% | -5.8% | 10.3% | -5.0% | 3.0% | 33.8% | 28.7% |
| 2020 | 4.0% | -7.3% | -0.9% | 3.6% | 1.0% | 6.9% | 5.7% | 11.9% | -5.3% | -5.0% | 11.4% | 5.5% | 33.6% | 18.3% |
| 2019 | 2.9% | 0.6% | 4.8% | 6.4% | -8.7% | 3.2% | 3.5% | -1.5% | 1.6% | 3.9% | 5.4% | 4.3% | 28.6% | 31.2% |
| 2018 | 7.0% | -0.4% | 1.7% | 0.1% | 3.0% | 0.6% | 1.6% | 6.6% | -0.0% | -8.0% | 1.8% | -8.4% | 4.4% | -4.6% |
| 2017 | 3.6% | 4.5% | 2.2% | 2.0% | 4.0% | -2.8% | 4.5% | 2.9% | 0.8% | 6.5% | 1.4% | 0.5% | 34.3% | 21.7% |
| 2016 | 1.9% | 0.9% | 2.3% | -5.0% | 4.9% | -1.4% | 7.1% | 1.2% | 2.1% | -0.8% | 0.2% | 2.3% | 16.3% | 12.0% |
| 2015 | -3.5% | 8.0% | -3.4% | 2.8% | 1.9% | -4.1% | 2.9% | -5.5% | 1.0% | 2.5% | 0.7% | -2.1% | 0.2% | 1.2% |
| 2014 | -2.6% | 4.4% | 0.4% | 0.3% | 3.8% | 1.9% | 1.7% | 3.3% | -0.5% | 1.6% | 4.8% | -2.2% | 17.8% | 13.5% |
| 2013 | 8.3% | 0.4% | 2.5% | -1.3% | 2.8% | -2.9% | 3.7% | -1.0% | 2.5% | 5.0% | 3.1% | 3.5% | 29.6% | 32.3% |
| 2012 | 6.2% | 7.1% | 4.5% | -0.7% | -10.7% | 3.3% | 1.8% | 4.2% | 1.5% | -2.0% | -1.2% | 1.0% | 14.7% | 16.0% |
| 2011 | 3.2% | 2.2% | 1.9% | 0.9% | -4.2% | -2.5% | 0.4% | -10.2% | -0.5% | 1.7% | 1.7% | 2.4% | -3.8% | 1.9% |
| 2010 | -4.4% | 3.5% | 6.8% | 1.3% | -11.5% | 0.3% | 3.4% | 0.8% | 3.0% | 5.8% | -1.6% | 5.6% | 11.9% | 15.1% |
| 2009 | -5.5% | -4.4% | 3.8% | 0.8% | 1.5% | 3.6% | 8.2% | 1.6% | 4.6% | -1.2% | 5.5% | 5.8% | 26.0% | 26.4% |
| 2008 | -7.3% | 0.5% | 1.6% | 5.1% | 3.6% | -0.7% | -6.4% | 2.1% | -0.7% | -6.7% | 3.8% | 2.6% | -3.7% | -36.8% |
| 2007 | -0.9% | -2.0% | 6.3% | 5.1% | 7.8% | 1.3% | 0.0% | 1.2% | 3.8% | 5.3% | -4.2% | 8.3% | 35.8% | 5.1% |
| 2006 | 14.6% | -9.2% | 4.2% | 5.0% | -2.8% | 2.5% | 3.3% | 7.0% | 4.0% | 4.0% | 2.8% | -2.8% | 35.8% | 15.8% |
| 2005 | 3.4% | 16.8% | -1.9% | -5.4% | 2.8% | -1.3% | 7.1% | 6.4% | 6.3% | -9.0% | 1.5% | 1.8% | 29.3% | 4.8% |
| 2004 | 2.3% | 5.3% | -0.6% | 1.7% | -0.3% | 6.2% | 3.1% | -1.5% | 9.8% | 0.6% | 6.7% | -2.8% | 33.9% | 10.7% |
| 2003 | -2.1% | -0.4% | -0.2% | 1.5% | 8.6% | 0.7% | 3.1% | 4.8% | -0.9% | 7.3% | 0.8% | 13.1% | 41.6% | 28.2% |
| 2002 | — | — | — | — | — | — | — | 1.7% | -1.7% | 1.3% | -2.4% | 1.9% | 0.7% | 0.3% |
Member Signals
Current allocation details, latest alerts, and recent model updates are available to members.