Extracted algorithm research record
ETF Relative-Strength Strategy
Rotate among liquid commodity and industry ETFs based on 20-session adjusted returns relative to SPY.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- GLD, SLV, USO, SMH, XBI, SPY
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- RS_{i,t}^{20} is one of the top two highest signals
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- after 10 trading sessions
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- 2.5% per sleeve, up to 50% total gross exposure
Questions about this record
What entry rules are recorded for ETF Relative-Strength Strategy?
Long: RS_{i,t}^{20} is one of the top two highest signals Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GLD, SLV, USO, SMH, XBI, SPY. Timeframes: any. These are source-recorded labels, not verified execution behavior.