Momentum Strategy
ETF Momentum uses a proprietary A5 momentum filter to rank all major sector ETFs weekly. The strategy invests only in ETFs whose price is above their 10-day moving average AND whose 20-day return exceeds SPY — the dual filter ensures we only hold sectors in confirmed uptrends. Capital concentrates in the top 1–3 qualifying sectors (capped at 70% per theme) with remaining cash parked in SGOV. The strategy went live in a $1,000,000 Alpaca paper account on March 20, 2026 and rebalances every Monday at 9:45 AM ET.
What it does
Every Monday it scans major sector ETFs, picks the 1–3 with the strongest recent momentum, and moves all cash into those. When nothing qualifies, it sits in short-term Treasuries (SGOV).
Best for
Investors who want to ride sector trends rather than holding a fixed mix. Works best in trending markets; expect to give back gains quickly when momentum reverses.
What to expect
High volatility and concentrated positions — some weeks you could be 70% in a single sector. This is a paper account running with $1M, not real money.
Holdings shown are representative. The live bot selects tickers dynamically each week based on momentum signals.
Normalised to $10,000 start. Data from live Alpaca paper account — reflects real orders, real fills, and real risk management decisions.
Simulated using representative fixed weights — the live bot selects holdings dynamically, so actual results differ.
ML Aggressive
A machine-learning driven allocation across growth sectors and defensive assets, rebalancing on a systematic schedule with drawdown-based circuit breakers.
ML Defensive
A capital-preservation bot using ML-guided allocation across healthcare, gold, and short-duration Treasuries — optimised for low drawdowns and steady compounding.
Analyze a portfolio matching this strategy
Enter your tickers and see a full 5-year breakdown.
Live chart: real Alpaca paper account data. Simulation chart: historical price data from Yahoo Finance with representative fixed weights. Past performance does not guarantee future results.