Algo Biscotti (Unconditional Loyalty) (alt)

Why this matters: A monthly contrarian sector rotation that buys the weakest recent sector and holds for one month.

Plain English: A monthly contrarian sector rotation that buys the weakest recent sector and holds for one month.

This is the public summary page for someone deciding whether the signal deserves attention. The deeper per-algo dashboard, trade history, and equity details stay behind the paywall.

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Type
normal
Family
Core Rotation
Status
Backtest Weak
Frequency
monthly_eom

What this signal is trying to do

Biscotti assumes the hardest-hit sector over the last 30 trading days is often the best mean-reversion candidate over the next month. It is intentionally simple and fully unconditional.

Plain English description

A monthly contrarian sector rotation that buys the weakest recent sector and holds for one month.

What to do with it

A monthly contrarian sector rotation that buys the weakest recent sector and holds for one month.

StockArithm keeps these public summary pages open so you can decide whether a signal deserves your time or capital before you ever hit the paywall.

Data sources

Known risks

The strategy is fully unconditional and can stay long a collapsing sector. Mean reversion can fail for long stretches in strong trend regimes.