Discover the TFM Backtest — Triple Filter Momentum Strategy.
This powerful systematic ETF momentum strategy rotates every month between QQQ, SPY, and Cash using three strict momentum filters for trend detection, confirmation, and risk management.Updated every month — Rules-based, transparent, and easy to follow.TFM Backtest Highlights
This powerful systematic ETF momentum strategy rotates every month between QQQ, SPY, and Cash using three strict momentum filters for trend detection, confirmation, and risk management.Updated every month — Rules-based, transparent, and easy to follow.TFM Backtest Highlights
- Monthly rotation between QQQ (Nasdaq-100), SPY (S&P 500), and Cash
- Excellent risk-adjusted returns over the long term
- Built-in risk filters to protect the portfolio during bear markets
- Simple and reproducible allocation rules
TFM (Triple Filter Momentum) is a clean, non-leveraged tactical momentum strategy designed for investors who want to participate in bull markets while reducing exposure during weak or declining trends.
It’s a straightforward and effective asset class momentum ETF strategy perfect for those looking for a systematic, rules-based approach to ETF investing.
Disclaimer: Past performance does not guarantee future results. This backtest is for educational and illustrative purposes only.
On this page you can access to the live backtest (Google Sheet updated monthly) ↓