The Contrarian

Published Jul 5, 2026Live

Performance since launch

Total return
Max drawdown
Frequency
Risk level
Low

Backtest volatility

About this strategy

Weekly buys the two weakest S&P 500 sector ETFs by trailing three-month return, betting oversold sectors partially revert.

How it works

  1. Agent triggers

    Triggered weekly on Tuesdays at 10:45 AM, adjusting for the America/New_York timezone. The run starts with a fresh ranking of the eleven S&P 500 sector ETFs.

  2. Computes its signals

    The agent ranks sectors by their trailing three-month return and selects the two weakest sectors to hold. It acts on the assumption that selloffs historically overshoot and partly revert.

  3. Sets the target portfolio

    The target portfolio consists of two equally weighted sectors. If rankings change, it rebalance into the new laggards while maintaining the overall position limit.

  4. Executes orders

    Your account takes action toward that target, selling before buying, while adhering to the platform's risk rails: stop-loss and daily loss limits you control.

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Backtests

* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.