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XLI · 1D · PUBLISHED JUL 2026
Industrials golden cross
BACKTEST
VERIFIED
TOTAL RETURN
+113.7%
WIN RATE
43%
TRADES
7
SHARPE
1.18
MAX DRAWDOWN
−13.8%
OUT-OF-SAMPLE EQUITY CURVE
Feb 2020 to Jul 2026 · 3 of 4 periods profitable
equityperiod boundary
P1P2P3P4
Period
Window
Return
Sharpe
Trades
P1
Feb 2020 to Sep 2021
+30.1%
1.44
1
P2
Sep 2021 to May 2023
−6.1%
−0.44
2
P3
May 2023 to Dec 2024
+35.2%
2.19
1
P4
Dec 2024 to Jul 2026
+29.5%
1.52
1
THE RULES
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