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Protocol M ETFs

NDX-100 +S&P 500 ETFs onlyTop-25 issuers +Commodities +Crypto +Nuclear

Generated: Friday, October 30, 2026 at 16:01  |  Params: M1=4, M2lag=1, Top 15  |  Basis: Trailing 30-day bars (re-anchored daily)  |  Universe: 536 ETFs (top-25 US issuers · equity/commodity/crypto sleeves)  |  Data: Yahoo Finance

✓ DEPLOYQQQ Regime Filter (10-Month SMA)
QQQ Price
$690.49
10-Mo SMA
$678.38
Above SMA
+1.8%
% Off 52wk High
-9.1%
Strategy is in deployment mode — QQQ trending above long-term average.

Today's Recommended Picks AD HOC · LIVE

Recomputed every run from the latest available close (as of 2026-10-30 — latest trailing 30-day window; re-anchors each day you run it). This is the strategy's current recommended Top 15 for today; names can change day to day as prices update. The locked official allocation below is the monthly tradable book and stays fixed until next lock.

#TickerETF NameClassM1M2M2/M1 (>1.00)ScoreWeightTrail DDStop12M Trend
1FXNFirst Trust Energy AlphaDEX FundCOMMODITY+24.07%+25.11%1.04 ✓
0.7429
13.4%+0.0%✓ OK
2NORWGlobal X MSCI Norway ETFETF+18.15%+25.46%1.40 ✓
0.6907
12.0%+0.0%✓ OK
3OIHVanEck Oil Services ETFCOMMODITY+14.45%+26.55%1.84 ✓
0.6755
11.7%+0.0%✓ OK
4XESState Street SPDR S&P Oil & Gas Equi…COMMODITY+7.43%+20.63%2.78 ✓
0.4869
8.0%-0.2%✓ OK
5GNRState Street SPDR S&P Global Natural…ETF+11.02%+11.40%1.03 ✓
0.3382
6.0%-2.1%✓ OK
6EWHiShares MSCI Hong Kong ETFETF+7.60%+12.17%1.60 ✓
0.3194
5.7%+0.0%✓ OK
7TDIVFirst Trust NASDAQ Technology Divide…ETF+2.51%+14.60%5.82 ✓
0.3171
5.7%-2.9%✓ OK
8FXIiShares China Large-Cap ETFETF+3.67%+10.10%2.75 ✓
0.2387
4.9%-3.4%✓ OK
9SLXVanEck Steel ETFETF+1.23%+11.19%9.10 ✓
0.2361
4.9%-5.4%✓ OK
10EWAiShares MSCI Australia ETFETF+5.16%+9.10%1.76 ✓
0.2336
4.8%-0.3%✓ OK
11HAPVanEck Natural Resources ETFETF+7.53%+7.84%1.04 ✓
0.2320
4.8%-1.2%✓ OK
12TDVProShares S&P Technology Dividend Ar…ETF+2.98%+9.84%3.30 ✓
0.2266
4.8%-2.7%✓ OK
13EWDiShares MSCI Sweden ETFETF+3.33%+8.61%2.59 ✓
0.2056
4.6%+0.0%✓ OK
14XLPState Street Consumer Staples Select…ETF+5.21%+6.72%1.29 ✓
0.1864
4.4%-0.6%✓ OK
15EWCiShares MSCI Canada ETFETF+4.93%+6.75%1.37 ✓
0.1843
4.4%-1.5%✓ OK
FXN COMMODITY Price-driven
$25.00
+0.0% off ATH
First Trust Energy AlphaDEX Fund
firsttrust · commodity
52wk Low $15.7352wk High $25.00
WEIGHT
13.4%
STOP PRICE
$18.75
NEXT EARNINGS
— est.
commodity · firsttrust
12-Month Price
Recent News
NORW ETF Price-driven
$38.33
-2.6% off ATH
Global X MSCI Norway ETF
globalx · equity
52wk Low $27.9252wk High $39.34
WEIGHT
12.0%
STOP PRICE
$29.51
NEXT EARNINGS
— est.
equity · globalx
12-Month Price
Recent News
OIH COMMODITY Price-driven
$411.57
-9.3% off ATH
VanEck Oil Services ETF
vaneck · commodity
52wk Low $274.4152wk High $453.92
WEIGHT
11.7%
STOP PRICE
$340.44
NEXT EARNINGS
— est.
commodity · vaneck
12-Month Price
Recent News
XES COMMODITY Price-driven
$114.59
-14.2% off ATH
State Street SPDR S&P Oil & Gas Equipment & Services ETF
spdr · commodity
52wk Low $76.2952wk High $133.60
WEIGHT
8.0%
STOP PRICE
$100.20
NEXT EARNINGS
— est.
commodity · spdr
12-Month Price
Recent News
GNR ETF Price-driven
$75.45
-5.5% off ATH
State Street SPDR S&P Global Natural Resources ETF
spdr · equity
52wk Low $57.5352wk High $79.84
WEIGHT
6.0%
STOP PRICE
$59.88
NEXT EARNINGS
— est.
equity · spdr
12-Month Price
Recent News
EWH ETF Price-driven
$22.52
-8.3% off ATH
iShares MSCI Hong Kong ETF
ishares · equity
52wk Low $20.9252wk High $24.55
WEIGHT
5.7%
STOP PRICE
$18.41
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News
TDIV ETF Price-driven
$114.02
-11.2% off ATH
First Trust NASDAQ Technology Dividend Index Fund
firsttrust · equity
52wk Low $90.7452wk High $128.33
WEIGHT
5.7%
STOP PRICE
$96.25
NEXT EARNINGS
— est.
equity · firsttrust
12-Month Price
Recent News
FXI ETF Price-driven
$33.08
-19.1% off ATH
iShares China Large-Cap ETF
ishares · equity
52wk Low $31.5952wk High $40.91
WEIGHT
4.9%
STOP PRICE
$30.68
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News
SLX ETF Price-driven
$99.40
-12.5% off ATH
VanEck Steel ETF
vaneck · equity
52wk Low $75.8252wk High $113.57
WEIGHT
4.9%
STOP PRICE
$85.18
NEXT EARNINGS
— est.
equity · vaneck
12-Month Price
Recent News
EWA ETF Price-driven
$29.54
-2.9% off ATH
iShares MSCI Australia ETF
ishares · equity
52wk Low $24.9552wk High $30.43
WEIGHT
4.8%
STOP PRICE
$22.82
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News
HAP ETF Price-driven
$74.30
-5.3% off ATH
VanEck Natural Resources ETF
vaneck · equity
52wk Low $56.2352wk High $78.49
WEIGHT
4.8%
STOP PRICE
$58.87
NEXT EARNINGS
— est.
equity · vaneck
12-Month Price
Recent News
TDV ETF Price-driven
$102.53
-3.9% off ATH
ProShares S&P Technology Dividend Aristocrats ETF
proshares · equity
52wk Low $81.5252wk High $106.70
WEIGHT
4.8%
STOP PRICE
$80.02
NEXT EARNINGS
— est.
equity · proshares
12-Month Price
Recent News
EWD ETF Price-driven
$52.16
-4.7% off ATH
iShares MSCI Sweden ETF
ishares · equity
52wk Low $45.3852wk High $54.72
WEIGHT
4.6%
STOP PRICE
$41.04
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News
XLP ETF Price-driven
$89.42
-0.7% off ATH
State Street Consumer Staples Select Sector SPDR ETF
spdr · equity
52wk Low $75.6052wk High $90.01
WEIGHT
4.4%
STOP PRICE
$67.51
NEXT EARNINGS
— est.
equity · spdr
12-Month Price
Recent News
EWC ETF Price-driven
$60.62
-3.2% off ATH
iShares MSCI Canada ETF
ishares · equity
52wk Low $49.7252wk High $62.64
WEIGHT
4.4%
STOP PRICE
$46.98
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News

Drift vs Official (locked)

HELD = in both today & official  |  ▲ NEW = in today's recommended list, not in official  |  ▼ WOULD DROP = in official but not in today's top 15.

TickerStatusOfficial WtWould-Be WtΔ WeightOfficial #Would-Be #
BITO▼ WOULD DROP28.2%—-28.2%1—
BNO▼ WOULD DROP22.1%—-22.1%2—
USO▼ WOULD DROP13.4%—-13.4%3—
EWZ▼ WOULD DROP13.0%—-13.0%4—
FLBR▼ WOULD DROP12.7%—-12.7%5—
UAE▼ WOULD DROP10.7%—-10.7%6—
FXN▲ NEW—13.4%+13.4%—1
NORW▲ NEW—12.0%+12.0%—2
OIH▲ NEW—11.7%+11.7%—3
XES▲ NEW—8.0%+8.0%—4
GNR▲ NEW—6.0%+6.0%—5
EWH▲ NEW—5.7%+5.7%—6
TDIV▲ NEW—5.7%+5.7%—7
FXI▲ NEW—4.9%+4.9%—8
SLX▲ NEW—4.9%+4.9%—9
EWA▲ NEW—4.8%+4.8%—10
HAP▲ NEW—4.8%+4.8%—11
TDV▲ NEW—4.8%+4.8%—12
EWD▲ NEW—4.6%+4.6%—13
XLP▲ NEW—4.4%+4.4%—14
EWC▲ NEW—4.4%+4.4%—15

Official Allocation — October 2026 🔒 LOCKED

Set from the 2026-09-30 close (anchored to the latest trailing 30-day bar) — the same signal timing the backtest uses. Locked 2026-10-01; reruns within the same period never change this allocation. Top 15 by composite momentum score (M1 + 2×M2), after eliminating decelerating names (M2 > 0) and stale accelerations (M2/M1 > 1.00) — the same filters used in the backtest. Score-weighted with per-position and class caps.

ETFCommodity ETFCrypto

Class allocation: CRYPTO: 28.2%  |  COMMODITY: 35.5%  |  ETF: 36.4%

BITOBNOUSOEWZFLBRUAE
✓ No trailing stops triggered — all positions within limits.
#TickerETF NameClassM1M2M2/M1 (>1.00)ScoreWeightTrail DDStop12M Trend
1BITOProShares Bitcoin ETFCRYPTO+22.14%+23.16%1.05 ✓
0.6846
28.2%—✓ OK
2BNOUnited States Brent Oil Fund, LPCOMMODITY+13.61%+21.35%1.57 ✓
0.5631
22.1%—✓ OK
3USOUnited States Oil Fund, LPCOMMODITY+6.11%+12.48%2.04 ✓
0.3108
13.4%—✓ OK
4EWZiShares MSCI Brazil ETFETF+4.11%+12.73%3.10 ✓
0.2957
13.0%—✓ OK
5FLBRFranklin FTSE Brazil ETFETF+3.13%+12.66%4.04 ✓
0.2845
12.7%—✓ OK
6UAEiShares MSCI UAE ETFETF+6.53%+6.63%1.02 ✓
0.1979
10.7%—✓ OK
BITO CRYPTO Price-driven
$10.23
-43.4% off ATH
ProShares Bitcoin ETF
proshares · crypto
52wk Low $7.9852wk High $18.08
WEIGHT
28.2%
STOP PRICE
$13.56
NEXT EARNINGS
— est.
crypto · proshares
12-Month Price
Recent News
BNO COMMODITY Price-driven
$71.39
+0.0% off ATH
United States Brent Oil Fund, LP
spdr · commodity
52wk Low $27.2052wk High $71.39
WEIGHT
22.1%
STOP PRICE
$53.54
NEXT EARNINGS
— est.
commodity · spdr
12-Month Price
Recent News
USO COMMODITY Price-driven
$168.83
-0.4% off ATH
United States Oil Fund, LP
spdr · commodity
52wk Low $66.1752wk High $169.53
WEIGHT
13.4%
STOP PRICE
$127.15
NEXT EARNINGS
— est.
commodity · spdr
12-Month Price
Recent News
EWZ ETF Price-driven
$32.46
-25.4% off ATH
iShares MSCI Brazil ETF
ishares · equity
52wk Low $30.9752wk High $43.54
WEIGHT
13.0%
STOP PRICE
$32.66
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News
FLBR ETF Price-driven
$20.32
-25.4% off ATH
Franklin FTSE Brazil ETF
franklin · equity
52wk Low $18.9052wk High $27.25
WEIGHT
12.7%
STOP PRICE
$20.44
NEXT EARNINGS
— est.
equity · franklin
12-Month Price
Recent News
UAE ETF Price-driven
$19.00
-14.5% off ATH
iShares MSCI UAE ETF
ishares · equity
52wk Low $17.4552wk High $22.23
WEIGHT
10.7%
STOP PRICE
$16.67
NEXT EARNINGS
— est.
equity · ishares
12-Month Price
Recent News

Backtest Performance vs QQQ

Primary benchmark: QQQ (Invesco Nasdaq-100 ETF). This is what most investors compare against.

Annualised Return
-2.1%
QQQ: +11.9%
Annualised Vol
24.4%
QQQ: 22.3%
Sharpe Ratio
-0.09
QQQ: 0.53
Max Drawdown
-57.5%
QQQ: -25.0%
Calmar Ratio
-0.04
QQQ: 0.48
Total Return
-9.9%
QQQ: +74.0%
Win Rate
47.5%
QQQ: 64.4%
Best Month
+21.1%
QQQ: +17.4%
MetricStrategyQQQEW NDX-100
Total Return-9.9%+74.0%+0.0%
Ann. Return-2.1%+11.9%+0.0%
Ann. Volatility24.4%22.3%0.0%
Sharpe Ratio-0.090.530.00
Calmar Ratio-0.040.480.00
Max Drawdown-57.5%-25.0%+0.0%
Win Rate47.5%64.4%0.0%
Best Month+21.1%+17.4%+0.0%
Worst Month-17.3%-15.4%+0.0%
Months59590
cumulative annual drawdown

Walk-Forward Out-of-Sample Validation

Parameters optimised on rolling 24-month training windows, tested on unseen 6-month windows.

Walk-Forward OOS Summary

Out-of-sample on unseen data — avoids look-ahead bias.

Ann. Return+25.6%
Sharpe0.85
Max DD-15.7%
Win Rate58%

Configuration

Universe0 NDX + 0 S&P500 stocks + 536 ETFs
M1 Lookback4 months
M2 Lag1 month(s)
HoldingsTop 15
SizingScore-weighted (softmax)
Position Cap30% max per ticker
ETF Cap80% total ETFs
Commodity Cap30% total commodities
Crypto Cap20% total crypto
Trailing Stop25% from peak
BenchmarkQQQ (Nasdaq-100 ETF)
oos
FoldTrain EndTest EndBest M1Best M2Best NOOS SharpeOOS Ann RetOOS MaxDD
#12023-112024-052170.84+27.5%-11.8%
#22024-052024-11217-0.61-9.4%-7.4%
#32024-112025-054250.99+56.5%-15.7%
#42025-052025-113154.02+66.6%-2.0%
#52025-112026-052170.81+4.3%+0.0%
#62026-052026-1041100.76+25.3%-7.8%

Rolling 12-Month Return vs QQQ

Trailing 12-month return each month — smooths single-month noise and shows whether alpha is growing or compressing.

rolling12

Monthly Return Heatmap

Each cell = strategy return for that month. Green = positive, red = negative. Full-year column on right.

YearJanFebMarAprMayJunJulAugSepOctNovDecFull Yr
2022-4.2%+3.8%+9.3%-3.8%-9.4%-1.6%-4.4%-4.9%-6.2%-3.7%+1.3%+1.9%-20.9%
2023+7.2%-2.0%-7.7%+8.8%-1.4%+0.9%+4.0%-5.5%+0.2%-13.8%-9.9%+3.3%-17.0%
2024-5.0%-8.4%+0.4%+9.1%+3.2%-5.5%-4.5%-9.1%+1.4%+4.4%-5.0%+3.5%-16.0%
2025-3.3%-0.4%+5.2%-17.3%+0.0%+6.9%+9.4%+4.3%+21.0%+4.9%-2.3%+3.1%+30.5%
2026-1.2%+9.7%+4.8%-5.4%+3.6%+21.1%-3.6%+2.4%-5.8%-0.1%——+25.2%

Parameter Optimisation — All Combinations

M1M2lagTopNSharpeAnn ReturnAnn VolMaxDDCalmarWin%
41150.11+2.4%22.1%-41.4%0.0651%

Monthly Holdings History (last 3 years)

Month#1#2#3#4#5#6#7#8#9#10#11#12#13#14#15
2023-12BKCHDAPPBITQFDIGARKFARKWBLOKARKKFINXARGTWTAIITBRINGSILJEWD
2024-01UNGQATXHEIXJXHSFXHFSTAIZRLXLPVDCUAEJETSFXG
2024-02CNBSMJXPHEVXTUREWYDBAHDVCPERDRIVPTMCARKQFEMSWTMFNUEM
2024-03COPXPALLRINGSILJXESGDXXLEGOEXVDEGDXJXOPFENYGOAUUSOBNO
2024-04BCDBCIAFKFTGCNLRDBCURAKBA
2024-05KWEBFXIMCHICQQQGXCFLCHCHIQPGJCXSEEMQQEWHEWTECHEZACNXT
2024-06UNGTANQCLNICLNPBDEWLBATTKBWDXBILITIBBREMDFARSCHHURA
2024-07URNMPBWKBWYHACKWTAICIBRIGVXSHDXSWSLXSKYY
2024-08GNOMXPHEWHFXHIHAKNOBLQATFXGBUG
2024-09THDPALLDBAARKWIHIGSJYXLYBBJPDFJEWJIGVIYCFINXIPAYUAE
2024-10CNXTCHIQFXICQQQKWEBCXSEPGJMCHIFLCHGXCKGRNKUREKBAEWHLIT
2024-11ARKBFBTCIBITBITQDAPPBKCHFDIGBITOKCCAARKGPRNTXRTWTAI
2024-12PBWXSDURABATTURNMQCLNIZRLPSIDRIVCARZDXJSNSRIXNTURCOPX
2025-01UNGUSOBNOXESFXNOIHDBCIXC
2025-02EPOLXHSRINGTURFDDGDXEWOEWDKBWDVDCFSTAGOAUEWISMDVDDWM
2025-03KWEBFXIPGJMCHIFLCHCHIQEWPGXCCXSEGREKEWNGSEUBBEUVGKEWL
2025-04
2025-05GOEXEZASILKWEBMCHIKGRNCQQQEWWSILJFLCHFXICHIQKUREEWZCXSE
2025-06URADAPPBITQBLOKSMHEPIURNMARKWINDASOXXNLRPBDCARZBUZZARKX
2025-07BKCHARKKFDIGPBWARKQIZRLIRBOWTAIETHAPSIKBWBAIRRFINXTANXSD
2025-08REMXCNBSMJCQQQCNXTLITCXSEKWEBTHDFLCHMCHIGXCGNOMFXIKGRN
2025-09KCCAXHSPTMCIYHXLV
2025-10KSACPER
2025-11ARGTDBAXHE
2025-12CPERUNGIATFDMKREXOPFXZKBEDESIHIFMATSCHDVAWXLBMOO
2026-01TURUAEEWG
2026-02VDCFSTAXLPKREMOOBNOSMDVDESUSOFXGPSLRTHXSLVMLPANOBL
2026-03KBWYSCHHDFARBBREREZXHBXLUFUTYVPUXLREFRELITBVNQSNSRIYR
2026-04KSAKGRNCNBSARGTDBAEWS
2026-05XSDIRBOBITQBKCHWTAIDAPPBCDQTECURAPBWSNSRIXNROBOXLKIYW
2026-06WCBRBUGCIBRSKYYIGVCLOUWCLDFDIGXSWARKWQQEWKCCANUMGARKKMJ
2026-07JETSXPHIBBIDNAGREKKIEIATKBEIBUYFXHKREDFNLXLFFXOFNCL
2026-08KWEBCOPXFXIEMQQWOODEWDBBAXINDARTHEWAFTCSVNQIPICKPHOEPI
2026-08GOAURINGGDXGOEXGDXJSILSILJETHAIHIKUREEZAVDEFXZGNRXOP
2026-09BITOBNOUSOEWZFLBRUAE
2026-10FXNNORWOIHXESGNREWHTDIVFXISLXEWAHAPTDVEWDXLPEWC

For informational purposes only. Not financial advice. Past performance does not guarantee future results. Universe: 0 NDX-100 stocks (Fiscal.ai) + 536 ETFs/Commodities/Crypto (FMP). Benchmark: QQQ (Invesco Nasdaq-100 ETF).