Cross-Sectional RSI Rank
RotationBuys whichever sibling is most oversold relative to the rest of the basket.
Strategy
Backtest
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+8.35%
Sharpe Ratio
0.73
Max Drawdown
5.33%
Win Rate
65.25%
Profit Factor
-
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No trades recorded yet. | ||||||||||||||
Past performance does not guarantee future results. Hypothetical.