Cross-Sectional RSI Rank
RotationBuys whichever sibling is most oversold relative to the rest of the basket.
Evidence
Full backtest
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+8.35%
Sharpe Ratio
0.73
Max Drawdown
5.33%
Win Rate
65.2%
Profit Factor
—
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Past performance does not guarantee future results. Hypothetical.