IWM
iShares Russell 2000 ETF
stock NYSE ETF

This isn’t bad, but I’d probably sell TQQQ and put that into IWM, then sell 10% of QQQM and put that into VXUS.

Why don't you see if r/algotrading can help you out?
You have the answers to your questions. You just need to experiment and listen to what the data tells you. You already typed up a framework of what you want now go get the data and see how different variables play out.
Don't over-fit and run some monte carlo simulations. Sharpe and Sortino as well!
In my limited experience VWAP is great for bias but 9 EMA might warn you a bit faster that the trend is fading. It all depends on your risk tolerance and many other things and one is not better than the other if you're system is designed differently. If you are going to have ATR based stops you should consider a dynamic risk model that increases/decreases your risk when your confluences line up and vice versa.
Good luck with your system brother and keep working through the data and you will find something.
P.S. Linda Bradford Raschke made a video saying that the 2 ROC (2 period rate of change) has been a consistently good trend filter that actually had statistical significance so maybe play around with that. I haven't seen anything that useful in my backtest of SPY, QQQ, or IWM but it might be helpful in BTC or ETH.

Yes.
$XSP mirrors $SPX but 1/10th the size, $QQQ (NASDAQ) and $NDX (Nasdaq 100) and $IWM (Russell) are all indexes with daily expirations and high volume. All Mag7 (plus $AVGO - there may be others) have 3 expirations per week (M, W, F) and are very high volume. Then there’s a big swathe of large companies that do weekly options.

well for one I wouldn't get rid of a fund because it hasn't performed well recently. all of the major mid cat etfs have performed about the same in long stretches. but theres already midcaps in VOO, so many people do large cap and small cap funds. SCHA would be good compliment to VOO. also, if you want to get even more nerdy , you can google each of the small and mid cap etf's indexes and see their methodology to compare their median AUM. VB is pretty big and very midcap heavy, where has SCHA IWM and IJR are more traditional small cap market caps. in the end it probably won't matter what you choose though

Market will dump on hot CPI, then I'll cash out my IWM puts and buy calls before taco shows up

Hit a bagger on my QQQ calls today. Now swinging IWM puts for another bagger tomorrow on hot CPI

IWM is very volatile lots of opportunity if risk is managed. I would watch the CPI print tomorrow as small caps are the most affected by inflation so IWM will be more volatile compared to SPY and QQQ.
I have short bias on it tomorrow. but it looks like around $2 million in puts were bought and put/call ratio for 5/15 expiration is 3.12 (very bearish). If you trade IWM tomorrow be aware of the CPI print tomorrow 830am EST whether your bias is short or long.
I think this will have the most volatile reaction to the data released tomorrow.

%40 VOO %35 QQQM %10 IWM %10 VXUS %5 TQQQ, i can invest 1100$ in a month any opinions?

IWM at 92 RSI and +1% gain on worsening Iran War news.
Rising oil prices and supply chain disruptions are officially bullish for small caps for the first time in history. 

The most powerful company’s in the world in IWM leading the way.

Who knew IWM would be the strongest one today. War is bullish for small caps y'all 

Buy calls at open. Market is going to frontrun taco tuesday. But tomorrow will actually be red because of hot CPI. QQQ calls at open, IWM puts at close

IWM whic holds the hottest AI stocks is up

|**Feature \[**[1](https://www.investopedia.com/articles/investing/012215/how-sp-500-and-russell-2000-indexes-differ.asp)**,** [2](https://www.fidelity.com/learning-center/smart-money/what-is-the-sp-500)**,** [3](https://www.reddit.com/r/ValueInvesting/comments/1g3pwq4/why_has_the_russell_2000_lagged_sp_500_over_the/)**,** [4](https://www.aol.com/finance/surprising-etf-trouncing-p-500-173044810.html)**,** [5](https://finance.yahoo.com/markets/stocks/articles/overlooked-trade-market-alignment-could-190950513.html)**\]**|**S&P 500**|**Russell 2000**|
|:-|:-|:-|
|**Market Segment**|Large-Cap|Small-Cap|
|**Common Benchmarks**|SPY, VOO|IWM, VTWO|
|**Top Sector Tilt**|Technology (Mega-caps)|Financials & Healthcare|
|**Market Correlation**|1.0 (Benchmark)|\~0.88 with S&P 500|
If you are trying to capture the entire U.S. market, investors often combine these two at a ratio of roughly 85% S&P 500 and 15% Russell 2000 to approximate a "Total Stock Market" index. go to the bogglehead reddit page for more information
For me, I trade a very old system, so my weights are very very much different, and have been adjusted over age.

If the images scale horribly in new reddit, replace www with old in the URL. So domain is old.reddit.com
Credit to:
* somermike on marketable securities from GameStop SEC filings [5/3/2026 post](https://www.reddit.com/r/Superstonk/comments/1t2l9y2/correlation_is_not_causation_but_ebay/)
* greencandlevandal on total return swaps from Avis SEC filings [4/9/2026 post](https://www.reddit.com/r/Superstonk/comments/1sh2x35/guys_there_is_something_happening_in_the_market/)
My recent new swaps tracking posts:
* 5/9/2026 - [Continued look at ebay swaps, XRT fail to deliver delayed settlement, and XRT, GME and 15 other new swaps tracking - 5/9/2026 update](https://www.reddit.com/r/Superstonk/comments/1t9de8b/continued_look_at_ebay_swaps_xrt_fail_to_deliver/)
* [5/2/2026](https://www.reddit.com/r/Superstonk/comments/1t2tiak/a_look_at_ebay_swaps_xrt_fail_to_deliver_delayed/)
* 4/25/2026 - [Upcoming GME swap expirations, XRT fail to deliver delayed settlement, and XRT, GME and 14 other new swaps tracking - 4/25/2026 update](https://www.reddit.com/r/Superstonk/comments/1swipry/upcoming_gme_swap_expirations_xrt_fail_to_deliver/)
Last 2 swaps activity breakdown posts:
* 9/27/2025 - [GME, XRT, and 25 other swaps activity breakdown. Added 4 stocks.](https://www.reddit.com/r/Superstonk/comments/1nsypy2/gme_xrt_and_25_other_swaps_activity_breakdown/)
* [9/20/2025](https://www.reddit.com/r/Superstonk/comments/1nn3re9/gme_xrt_and_21_other_swaps_activity_breakdown/)
What are swaps, big picture on ETFs, FTDs, settlement can kicking, ETF and FTD juggling, etc:
* LoPiano swap, ETF, FTD, options discussion: [5/9/2026](https://www.youtube.com/live/GMuEIU5fQQA)
* TheGameStopsNow [2/24/2026 post](https://www.reddit.com/r/Superstonk/comments/1re1ps2/1_the_failure_accommodation_waterfall_where_your/)
* VariousScenes [12/23/2025 post](https://www.reddit.com/r/Superstonk/comments/1pu38lr/cycles_theory_revisiting_the_puzzle/)
* Counterspell_This [12/9/2025 post](https://www.reddit.com/r/Superstonk/comments/1pileus/total_return_swaps_trs_deep_dive_dd_and_rceos/)
* samgungraven describing [swaps](https://www.reddit.com/r/Superstonk/comments/1cy1xv4/great_explanation_on_how_swaps_work_and_current/)
* Arcanis_Ender 12/8/2025 comment: Swaps allow the parties to effectively hide their positions from the public. Bullet swaps were famously used by Bill Hwang to blow up his family office Archegos Capital via margin call as well as the counterparty involved--Credit Suisse. Those bags passed on to UBS who was forced by their government to absorb them and their toxic liabilities. The swiss government opted to HIDE (seal) the swap data regarding Credit Suisse collapse for 50 years as well. Swaps are very hard to trace by their nature, but they allow parties to have hidden short positions from their structure without actively impacting the Short Interest % of a stock. This keeps the cost to borrow low, just like when a market maker abuses their creation/redemption privileges on an ETF to artificially inflate supply of a stock that would otherwise have low liquidity.
* HashtagYoMamma [11/14/2025 post](https://www.reddit.com/r/Superstonk/comments/1owqv0b/reminder_youre_being_gaslit_the_price_makes_no/)
* Long-Setting [11/1/2025 post](https://www.reddit.com/r/Superstonk/comments/1olv8ox/memorandum_for_the_record_due_diligence_report_on/) - Snippet: A total return swap (TRS) is a derivative contract where one party (e.g., a hedge fund) receives the total economic performance (gains/losses, dividends) of a reference asset (e.g., $GME shares) from a counterparty (e.g., a bank), in exchange for periodic payments based on a fixed/variable rate. Unlike direct short sales, TRS allow synthetic exposure without borrowing shares, evading "locate" requirements and enabling indefinite position recycling.
* LoPiano 9/23/2025 on Newton's yellow/pink/red swap theory, see 15:50 mark: [youtube video](https://youtu.be/Ak-Xz8WpJ-A)
Swaps data source:
* From the DTCC website. Example (change the date portion to retrieve other dates going back up to 2 years): [https://pddata.dtcc.com/ppd/api/report/cumulative/sec/SEC\_CUMULATIVE\_EQUITIES\_2025\_08\_30.zip](https://pddata.dtcc.com/ppd/api/report/cumulative/sec/SEC_CUMULATIVE_EQUITIES_2025_08_30.zip)
* Alternatively via Amazon domain, example: [https://kgc0418-tdw-data-0.s3.amazonaws.com/sec/eod/SEC\_CUMULATIVE\_EQUITIES\_2025\_08\_31.zip](https://kgc0418-tdw-data-0.s3.amazonaws.com/sec/eod/SEC_CUMULATIVE_EQUITIES_2025_08_31.zip)
* XRT's ISIN and RIC: US78464A7147 and XRT.P
* GME: US36467W1099 and GME.N
* For brevity, tracking: CHWY, EBAY, GEF, IEP, MSTR, NTRS, PSKY, RCL, SIRI, U, VSCO, WBD, IBIT, IJH, ITOT, IWB, IWD, IWM, IWR, IWS, MDY, VB, VBR, VXF
Credit to many others wading through the swaps data. View their profile's posts and comments for helpful information!
* WhoLovesAvacados - see their profile's posts
* GMEPieMan via F-uPayMe - [8/20/2025 post](https://www.reddit.com/r/Superstonk/comments/1nt385a/another_glitch_in_the_system/)
* TheUltimator5 - [2/21/2025 post](https://www.reddit.com/r/Superstonk/comments/1iv5kbp/the_gme_bottom_finder_has_been_reuploaded_to_tv/)
* WhatCanIMakeToday - [3/13/2025 GME Swaps Expirations By Date](https://www.reddit.com/r/Superstonk/comments/1jaimi8/gme_swaps_expirations_by_date/)
* alwayssadbuttruthful - [1/19/2025 4x posts](https://www.reddit.com/r/Superstonk/comments/1i516sl/gamestopswapdd_part_4201_cfd_summations/)
* theorico
* IullotronBudC1_3

That's why you go 1-3x Russell 2000 with IWM/UWM/TNA to cover you bases on TQQQ/QQQ, UPRO/SSO, or whatever megacaps you have.

Daily ATM IV trends for IWM/QQQ