# ETF Relative-Strength Strategy

Rotate among liquid commodity and industry ETFs based on 20-session adjusted returns relative to SPY.

Canonical: https://prismaticalgos.com/compendium/algo/11325-etf-relative-strength-strategy
Record ID: 11325
Catalog rank: 585 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/wenqi9115-glitch/systematic-etf-relative-strength-alpha-attribution
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## 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 profile

- symbols: GLD, SLV, USO, SMH, XBI, SPY
- timeframes: any
- sessions: any
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- RS_{i,t}^{20} is one of the top two highest signals

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- after 10 trading sessions

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: 2.5% per sleeve, up to 50% total gross exposure