Industry ETF Strategy (#35)

Description

The strategy trades ten different ETFs: XLB, XLC, XLE, XLF, XLI, XLK, XLP, XLRE, XLV, and XLY.

The trading rules, based on daily charts and next-day open entries, allow a maximum of 2 positions.

The strategy was our monthly edge for October 2026.

828 trades
0.8% average gain per trade
74% win rate
Profit factor: 2.3
12% annual return (CAGR)
13% market exposure
Risk-adjusted return: 64%
Max drawdown: 24%

You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView, Python, Amibroker, Tradestation, Metatrader and NinjaTrader. If your code platform is not listed here, message us, and we will fix it.