Long-form notes about ETF data, momentum rankings, historical backtests and the research dashboard. For education and research only.
Many people believe that momentum strategies should add a "no chasing high" filter, but simply limiting short-term gains may miss the real main rise. This article explains why momentum strategies are more suitable for retaining strong rankings and controlling risk with a stop-loss mechanism after the trend expires.
This article records my complete process from e-commerce to quantitative research, from micro-cap stock strategy to ETF momentum rotation model, to establishing the WZETF website. WZETF is just an ETF data dashboard and quantitative research tool and does not provide investment advice.
The quantitative program backtest looks calm and self-disciplined, but after entering the real market, it is not only the strategic logic that is tested, but also people's waiting, doubt, retracement tolerance and long-term execution ability.
The technology group market will make market opportunities highly concentrated, and the traditional quantitative model of individual stocks may no longer be suitable. This article discusses the switching logic between market breadth, capital structure, ETF momentum strategy and individual stock quantitative strategy.