AI QuantAll research examples

Backtested research example

Sector Relative Strength Rotation (3/6/12m vs SPY)

SECTOR_MOMENTUM
sector-rotationmomentumetfrelative-strengthmonthly-rebalanceus

🗓 Backtest period: 2018-01-01..2023-01-01

StartTotal 64.3%End
Max DD -24.6%

Backtest metrics

Sharpe
0.72
Total Return
55.7%
Max Drawdown
-26.0%
CAGR
9.2%
Volatility
15.5%
Trades
24

Strategy Card

No research card summary is available for this strategy yet.

Backtests are historical simulations for research purposes only. They are not investment advice and do not guarantee future performance.