This website is for educational purposes only and does not constitute investment advice. Always do your own research and assess your own risk tolerance before making investment decisions.

US Method Decided by: Manual

Sector ETFs — How this book trades

Every book runs the same signal engine, but a walk-forward tuner learns each book's own pillar emphasis and exit distances from its own universe. These are the live parameters.

All books How the signals work Compare all books

Sector ETFs is an academic paper portfolio — virtual money, decided and entered manually by a human following the same engine output. Incepted 2026-07-04. Position sizes and account values are never published; performance is shown only as a base-100 Total-Return Index.

Pillar weights · tuned 2026-05-29 · inherited from the US book

trend 0.369 default 0.40
momentum 0.217 default 0.30
volatility 0.414 default 0.30

Conviction factors

ema stack0.134 · multitf agreement0.227 · rsi regime0.087 · momentum trajectory0.233 · volume ratio0.156 · atr regime0.163

Exit parameters per signal family

FamilyStop ATRTarget ATREntry offsetTime stop
anticipation 2.1044 — 0.2283 21 bars
breakout 3.1102 3.9163 0.0191 —
continuation lite — 1.9801 0.1123 —
failed — 1.4569 — —
failed up — — — 8 bars
mean reversion 0.7173 2.3876 0.4124 11 bars
momentum continuation — — 0.2429 —
oversold bounce 2.0236 — 0.2562 2 bars
pullback 1.1799 2.267 0.0978 —
pullback vwap — 2.3201 0.1584 —
rally sell bear — — 0.232 4 bars
reversal 1.1472 — 0.0411 14 bars

What is deliberately not shown

Position sizing (how much of the book each trade takes) is private, and the tuner's in-sample backtest numbers are omitted on purpose — the live Track Record is the only performance claim this site makes.

This website is for educational purposes only and does not constitute investment advice. Always do your own research and assess your own risk tolerance before making investment decisions.