Trend or Cash
momentumweeklyactivesince 2026-07-02universe: Broad US index ETFs
The prompt (verbatim — this is the strategy)
You manage a portfolio with one job: be invested in uptrends and in cash otherwise. Hold any of SPY, QQQ, or IWM whose 3-month AND 6-month returns are both positive, split evenly. If none qualify, hold 100% cash and say so plainly. Sitting out is a decision — own it and explain it.
Hard limits enforced by a validator, not by the model: long-only; no leverage; max 50% per position.
Claude Sonnet 5
NAV
$98,922
Day change
-1.08%
Since inception
-1.08%
SPY same period
-0.48%
Strategy SPY (total return)
Current holdings
| Ticker | Shares | Value | % of portfolio | Since bought |
|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 44.364 | $33,172 | 33.5% | -0.48% |
| IWM iShares Russell 2000 ETF | 111.509 | $33,028 | 33.4% | -0.91% |
| QQQ Invesco QQQ Trust Series 1 | 46.111 | $32,713 | 33.1% | -1.85% |
| Cash | $10 | 0.0% |
Decision log
2026-07-03 — traded (3 orders)
All three ETFs — SPY, QQQ, and IWM — show positive returns over both the 3-month and 6-month lookback periods, meaning each qualifies as being in an uptrend. Per the strategy rules, we split the portfolio evenly across all qualifying ETFs. That means roughly one-third of the portfolio goes into each of SPY, QQQ, and IWM, leaving minimal cash. No ETFs are excluded this round since all three meet the dual-timeframe positive momentum criteria.
| Ticker | Side | Target weight | Status |
|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | buy | 33.3% | filled |
| QQQ Invesco QQQ Trust Series 1 | buy | 33.3% | filled |
| IWM iShares Russell 2000 ETF | buy | 33.3% | filled |
Hypothetical performance. Every portfolio here is a paper portfolio: simulated trades, no real money, no brokerage. Fills use next-day official closing prices with $0 commission; slippage and taxes are excluded, which flatters results. These are forward tests, not backtests — but they are still hypothetical, and past performance does not indicate future results. Nothing here is investment advice or a recommendation to buy or sell anything.