[{"data":1,"prerenderedAt":41},["ShallowReactive",2],{"strategy-w16":3},{"id":4,"name":5,"family":6,"tags":7,"universe":10,"bars":11,"rules":12,"sizing":13,"cadence":14,"original":15,"testable":23,"not_testable_reason":24,"prompt":25,"deviation":26,"source_file":27,"prompt_note":28,"collection":29,"collection_name":30,"bars_label":31,"universe_short":32,"rule_short":12,"links":33,"verdict":40,"result":26,"chart":26},"W16","Cross Sectional Reversal","Cross-sectional long/short",[8,9],"Mean reversion","Market neutral","XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV and XLY","daily","Each Friday, buy the three sector ETFs with the worst 1-month return and short the three with the best.","+50% split across longs, -50% across shorts","weekly (Friday)",{"total_return":16,"cagr":17,"sharpe":18,"max_dd":19,"win_rate":20,"profit_factor":21,"span":22},-1.69,-0.07,-0.24,-33.73,47.5,1,"2000-2025",false,"It buys the bottom three and shorts the top three of one ranking. Orbital ranks entries best first and cannot take both ends at once.","Rotate among the sector ETFs XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV and XLY on daily bars. Every Friday, sell every holding, and on the next trading day buy the three ETFs with the lowest 21-day return, 16.7% of equity each. Long only; uninvested capital stays in cash. Backtest the last 10 years with $100,000.",null,"example_weights_16_cross_sectional_reversal.py","Closest Orbital version: a run can take only one end of its ranking, so it keeps only the long half, the three weakest sectors of the past month at the original's one-sixth weight each with the rest of the account in cash, and is no longer market neutral. Orbital never sells a holding for a better one, so each week it sells everything after Friday's close and buys the new three a day later, ranked on the next trading day's close rather than Friday's.","retest","The viral 50, re-tested","Daily","9 sector ETFs",[34,37],[35,36],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_weights_16_cross_sectional_reversal.py",[38,39],"Original results","https://backtester.quantjourney.cloud/strategies/example-weights-16-cross-sectional-reversal","skip",1794261303665]