sys sector mean reversion

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Portfolio analysis and performance timeline.

💰Total Equity
$9,262.57
💵Cash
$44.03
🔄

7-Day Sector Mean ReversionContrarian Bounce

Systematic contrarian strategy buying the bottom 2 worst-performing sector ETFs of the prior week to capture oversold mean-reversion bounces.

🔄 Oversold Rebound
Exploits the short-term 1-week overreaction anomaly where heavily dumped sectors consistently bounce the following week.
📉 Bottom 2 Selection
Systematically selects the 2 sector ETFs with the lowest trailing 7-day returns across the US sector universe.
⚖️ 50/50 Weekly Holding
Equal weight entered at Monday open and liquidated at Friday close.

Equity Curve

2026-09-25
$9,262.57

Current Positions

TickerQtyAvg CostPriceInvested ↕% ↕P/L (USD) ↕P/L (%) ↕
SVGXLU
116$40.66$39.33$4,716.6050.13%$-154.32-3.27%
SVGXME
43$109.11$108.29$4,691.9249.87%$-35.67-0.76%

Recent Trades

Audit Trail
DateTickerSignalAlpacaQtyPriceTotalPnL
9/21/2026
SVGXME
BUY—43$109.11$4,691.92—
9/21/2026
SVGXLU
BUY—116$40.66$4,716.60—
9/20/2026
SVGXME
SELL—43$108.63$4,670.90
$68.78-1.45%
9/20/2026
SVGXBI
SELL—30$156.64$4,699.25
$31.11-0.66%
9/13/2026
SVGXBI
SELL—30$156.12$4,683.66
$233.10-4.74%
9/13/2026
SVGXME
SELL—42$113.57$4,770.07
$214.46-4.30%
9/13/2026
SVGXME
BUY—43$110.23$4,739.68
+$0.00+0.00%
9/13/2026
SVGXBI
BUY—30$157.68$4,730.36
+$0.00+0.00%
9/6/2026
SVGXME
BUY—42$118.68$4,984.53
+$0.00+0.00%
9/6/2026
SVGXBI
BUY—30$163.89$4,916.76
+$0.00+0.00%