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Trading Idea
Trading idea: AI-driven weekly mean reversion signals for sectoral indices ETFs LONG ONLY picking. 2020-2025 backtesting period results: Strategy annualized return = + 20,1%; annualiz. volat. = 15,2%; Sharpe 1,30; max drawdown = - 19.6%. Benchmark (equally weighted sectoral indices) results: annualiz. return = + 9,7%; annualiz. volat. = 16,5% ;max drawdown= - 35,3%. This strong backtesting outperformance is driven by the strategy's ability to consistently exploit structural inefficiencies within sectoral indices. Execution: approx. 100-150 rebalancing events/year (daily evaluated, to be executed at "market on close" of the next day, and to be lasted - at least - for 1 week). No Leverage.
Master data
Symbol
WF0AI4PICK
Date created
06/15/2026
Index level
-
High watermark
100.5

