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KibaeKim / SectorTradingAlgorithm

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@KibaeKim
KibaeKim Added worst day performance
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af59ab4 Jun 6, 2021
Added worst day performance
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SectorTradingAlgorithm The Algorithm Caution

README.md

 SectorTradingAlgorithm

This is a simple trading algorithm I discovered that operates on the
Vanguard sector ETFs. This backdating algorithm provides on average a
return of ~0.0878% for each trading day, or ~24.85% annualized return
assuming 253 trading days per year.

 The Algorithm

This algorithm is really simple.

 1. On day n, determine which ETF gave the highest return
 2. On day n+1, short sell the previous day's highest performing ETF
    at market open and close your short position at market close.

Because this algorithm operates on Vanguard's 11 Sector ETFs, it is
resilient against the volatility of individual stocks.

 Caution

Hindsight is 20/20 and because this is a backdating algorithm,
similar results are not guaranteed in the future. Use at your own
risk.

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