{
  "id": 894,
  "rank": 2921,
  "name": "SentimentAndStyleRotationAlgorithm",
  "aka": [
    "Sentiment and Style Rotation Effect in Stocks"
  ],
  "family": null,
  "subtype": null,
  "one_liner": "Algorithm creates long-short positions based on investor sentiment and performance of value stocks over growth stocks.",
  "market_regime": "any",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "VIX",
    "PutCallRatio"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "VIX",
      "params": {},
      "applied_to": "index"
    },
    {
      "name": "PutCallRatio",
      "params": {},
      "applied_to": "index"
    }
  ],
  "entry_long": [
    "recent monthly average CBOE put-call ratio is lower than its six-month average",
    "one-month average of VIX is higher than its six-month average"
  ],
  "entry_short": [
    "recent monthly average CBOE put-call ratio and the VIX index are both higher than their six-month average"
  ],
  "exit_rules": [
    "position holding period is three months, and the portfolio is rebalanced every three months"
  ],
  "filters": [],
  "stop_loss": null,
  "take_profit": null,
  "position_size": null,
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/894-sentimentandstylerotationalgorithm",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.quantconnect.com/tutorials/strategy-library/sentiment-and-style-rotation-effect-in-stocks",
  "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."
}