{
  "id": 11325,
  "rank": 585,
  "name": "ETF Relative-Strength Strategy",
  "aka": [],
  "family": "A",
  "subtype": "A4",
  "one_liner": "Rotate among liquid commodity and industry ETFs based on 20-session adjusted returns relative to SPY.",
  "market_regime": "any",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "GLD",
    "SLV",
    "USO",
    "SMH",
    "XBI",
    "SPY"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [],
  "entry_long": [
    "RS_{i,t}^{20} is one of the top two highest signals"
  ],
  "entry_short": [],
  "exit_rules": [
    "after 10 trading sessions"
  ],
  "filters": [],
  "stop_loss": null,
  "take_profit": null,
  "position_size": "2.5% per sleeve, up to 50% total gross exposure",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11325-etf-relative-strength-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/wenqi9115-glitch/systematic-etf-relative-strength-alpha-attribution",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}