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Here is a QTAA type ETF backtest -


Thanks for that Hugh.

Interesting that all the noise about how important it is to not trade more often than monthly doesn't seem to hold water this time.

QTAA          CAGR  Standard   Ulcer  Exposure
Deviation Index

5 5.3 9.7 5.3 63.20%
10 5.5 9.7 5.1 63.20%
21 4.4 9.2 5.7 63.20%
63 3.2 9.4 6.5 63.20%
SPY(21) 1.2 24.5 22.1 100.00%

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