4D ETF

Equity exposure that scales with the evidence.

Each week the 4D ETF model reads four dimensions of market behavior and sets the equity budget at 0, 25, 50, 75 or 100 percent, depending on how many of them agree. Whatever it doesn't hold in equities, it holds in a defensive reserve.

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Current signalas of Sept. 25, 2026 · trades Sept. 28
Price regimeRisk on
Slow momentumOpen
Trend qualityOpen
Volume pressureOpen
QQQ trendOpen
Equity budget100%
0255075100
SPY77%
QQQ23%
Annualized return14.8%SPY 11.2%
Worst drawdown−18.1%SPY −55.2%
Sharpe ratio1.19SPY 0.65
Time below
10% drawdown4.0%SPY 33.5%

The evidence, 1995 to 2026

Growth of $10,000, log scale

4D ETFSPY buy and hold
$10k$30k$100k$300k$1M1995200020052010201520202025 4D ETF$784k SPY$283k

Drawdown from prior peak

0%-20%-40%-60%1995200020052010201520202025 Drawdown4DSPYWorst-18.1%-55.2%Average-2.9%-9.4%

Time spent in drawdown

0%25%50%75%100%−0%−10%−20%−30%−40%−50%−60% Portion of days at levels below peak4DSPY−5%20.0%46.7%−10%4.0%33.5%−15%0.1%25.4%

Portion of trading days spent more than a given depth below the prior peak.

Calendar-year returns

4DSPY
-40%-20%0%20%40%1995200020052010201520202025 1995–20254DSPYMean15.2%12.5%Median17.2%16.0%Best31.9%34.2%Worst-6.8%-36.8%

2026 is year to date through September 4.

Through the four worst bear markets

EpisodePeak to troughSPY4D ETF
Dot-com bust2000-03-27 to 2002-10-07-46.3%+5.2%
Global financial crisis2007-10-09 to 2009-03-09-55.2%+4.0%
COVID crash2020-02-19 to 2020-03-23-33.7%-12.0%
2022 rate shock2022-01-03 to 2022-10-12-24.5%-10.0%

Four dimensions, one system

Most tactical models compare price to one moving average and go all in or all out. 4D asks four different questions about the market and grades its conviction by how many agree.

Graduation comes from agreement across dimensions, not from distance to a single line. That is what lets the model reduce exposure early in a deteriorating market without abandoning a healthy one on a noisy week.

  • Long-term price regimeWhere does price sit within its long-term range? The slowest gate and the last to change its mind.
  • Slow momentumIs the trend still gaining or losing ground over the past several months?
  • Trend qualityIs the move orderly and persistent, or choppy and indecisive?
  • Volume pressureIs money flowing with the trend or leaning against it?

Every weekly signal, posted before execution

Until the subscriber service launches in early 2027, each week's 4D ETF signal goes up on X prospectively and free, before the trade is placed. No hindsight, no cherry-picking, no paywall.

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Trade dateSleeveSystem
state		Equity budgetAllocation
Tue, Sept. 81ON175%SPY 60%
QQQ 15%
SHY 12.5%
UUP 12.5%
Mon, Sept. 142ON3100%SPY 79%
QQQ 21%
Mon, Sept. 213ON3100%SPY 78.5%
QQQ 21.5%

System state: ON or OFF is the price regime; the digit is the number of secondary gates open. Equity budget is the percentage of the sleeve.

Research

The thinking behind 4D, published on Seeking Alpha.

Using Adaptive Time Frames to Allocate Risk

Why reading the market on more than one horizon produces a graduated exposure decision rather than an on/off switch.

Seeking Alpha

The 4D series, one decision at a time

The regime detector and equity budget, the SPY/QQQ split, the defensive reserve, and the staggered sleeves, each in its own article.

Coming on Seeking Alpha