ETF Pulse (No SQQQ)
Same ETF Pulse momentum engine on nine sector ETFs — inverse SQQQ removed for cleaner live paths. Forward A/B track vs flagship ETF Pulse.
Diversification
70
Volatility Profile
Low-Moderate
Horizon
Days–months
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Expected Return
98–110%
annualized
Volatility
9–12%
annualized
Net Sharpe
5.8–6.4
after paper fee + slippage
Max Drawdown
-3.3% to -4.3%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA stack 7>14>21 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Sep 2026 A/B sleeve: MA7/14/21, 1.5% trail, 9 ETFs (no SQQQ). 5y MC block P5 ~5.35; full-archive est. ~1.88 — still above promotion gate. Higher win rate, lower CAGR vs ETF Pulse with inverse.
Bull Case
Avoids 3× inverse whipsaw in choppy tape while keeping sector rotation and the same daily signal clock as ETF Pulse.
Bear Case
No crisis-beta inverse sleeve — may lag ETF Pulse in sharp selloffs. Experimental forward track; not on the featured shelf.
Behavior During Downturns
Exits to SHY as momentum breaks — no SQQQ hedge. Compare side-by-side with ETF Pulse on the demo track record.
Holdings
Investable universe scanned daily for momentum alignment. Equal weight across active positions (up to 9).