Aussi wrote: Using GTR1 and ^N1T and ^N1TE which are similar to but not the same as QQQ and QQQE due to NDX modifying the weights as discussed up thread,

I took a few moments to compare the returns of the two using one of my simpler trading systems. Here is a bit of a definition of terms:

C = Cash
B = Bull
EB = Extremely Bullish

What is interesting to note is that as stated above market cap weighted has been winning consistently from 2016, but that has not always been the case. What is surprising is that Equal Weighted wins quite often in the middle of a bear market like 2000-2002 and after the end of a major bear market, i.e., 2009. The drop in 2020 had almost exactly the same loss for both.

It is important to note that the winning gains of Market Cap recently are very similar to the winning gains of Market Cap from 1992 to 2000.

Date        Sig  CAGR to Date  ^N1T     ^N1TE    Winner
1/1/1990    B    17.75%        9.16%    9.22%    ^N1TE
7/16/1990   C    14.74%                          
10/10/1990  EB   47.47%        174.03%  155.90%  ^N1T
10/12/1992  B    27.55%        260.35%  112.66%  ^N1T
10/7/1998   EB   47.06%        537.30%  483.05%  ^N1T
3/21/2000   C    42.68%                          
4/4/2001    EB   49.42%        73.32%   80.92%   ^N1TE
5/21/2001   C    47.86%                          
9/21/2001   EB   54.27%        71.74%   79.15%   ^N1TE
11/14/2001  C    49.89%                          
10/7/2002   EB   48.79%        182.52%  345.86%  ^N1TE
3/31/2006   C    40.82%                          
3/6/2009    EB   44.68%        220.09%  283.64%  ^N1TE
3/7/2011    C    43.28%                          
10/4/2011   EB   43.52%        112.38%  116.42%  ^N1TE
10/4/2013   B    39.97%        27.51%   15.07%   ^N1T
2/9/2016    EB   40.45%        39.46%   48.70%   ^N1TE
12/1/2016   B    38.17%        28.46%   22.04%   ^N1T
12/24/2018  EB   39.91%        129.18%  91.46%   ^N1T
2/10/2020   B    38.54%        -22.92%  -22.95%  ^N1T
3/23/2020   EB   40.34%        210.57%  171.04%  ^N1T
3/23/2022   C    39.60%                          
10/12/2022  EB   41.00%        198.77%  109.73%  ^N1T
7/16/2024   C    40.59%                          
11/18/2024                                       

https://zeelotes.org/NDX_Mkt-Cap_or_Eq-Wgt.PNG

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