Momentum Strategy
ETF Momentum trades a 14-ETF universe consisting of the 11 SPDR sector ETFs plus GLD, QQQ, and DBC. Each weekly cycle it applies the A5 filter: price above the 10-day moving average and a 20-day return stronger than SPY. Qualifying ETFs are ranked by 20-day excess return versus SPY, the top two are selected, and a third holding can be added when the theme-cap logic needs diversification. When signals are weak or capital is left over after caps and sizing, the strategy parks the remainder in SGOV rather than forcing exposure.
What it does
Each week it scans 14 major ETFs, buys the strongest momentum names that pass the A5 filter, and leaves any weak-signal or overflow capital in SGOV.
Best for
Investors who want a transparent, trend-following strategy that can concentrate heavily when momentum is strong and retreat into Treasuries when it is not.
What to expect
Concentrated positioning, fast rotations, and periods where SGOV becomes a meaningful sleeve. This is a live paper account, not a static ETF mix.
Representative basket only. The live bot dynamically selects 0-3 risk assets plus SGOV based on A5 qualification, rank strength, and theme-cap rules.
Compare with
Normalised to $10,000 start. Data from live Alpaca paper account — reflects real orders, real fills, and real risk management decisions.
Simulated using the actual A5 momentum filter and rank-exponential weighting — same algorithm logic as the live bot. Weekly rebalance cadence.
ML Aggressive
A machine-learning sector rotation bot that ranks a 14-ETF universe, holds the top 3 names, and stays effectively fully invested without regime scaling.
Bangkok
A hybrid bot combining weekly ETF momentum rotation with a Kestrel swing-trade stock sleeve, dynamically funded from confirmed paper gains.
ML Defensive
A machine-learning sector rotation bot that uses the same 14-ETF ranking engine as ML Aggressive but scales exposure with a continuous regime overlay and parks residual capital in SGOV.
Ready to put this strategy to work?
Open a paper position and track it against the market — no real money at risk.
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.