# SentimentAndStyleRotationAlgorithm

Algorithm creates long-short positions based on investor sentiment and performance of value stocks over growth stocks.

Canonical: https://prismaticalgos.com/compendium/algo/894-sentimentandstylerotationalgorithm
Record ID: 894
Catalog rank: 2921 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Unclassified (?)
Source: https://www.quantconnect.com/tutorials/strategy-library/sentiment-and-style-rotation-effect-in-stocks
Evidence label (unverified): source_code

## 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

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.

## Recorded profile

- symbols: VIX, PutCallRatio
- timeframes: D1
- sessions: any
- market_regime: any

## Indicators

- VIX: {}; applied to: index
- PutCallRatio: {}; applied to: index

## Recorded long-entry rules

- 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

## Recorded short-entry rules

- recent monthly average CBOE put-call ratio and the VIX index are both higher than their six-month average

## Recorded exit rules

- position holding period is three months, and the portfolio is rebalanced every three months

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: Not specified