I've been running 215 alternative-data sector signals against SPY across 96 recorded daily snapshots. 214 are flat or losing. Here's the full board.
I've been building a public paper-trading project called StockArithm that runs sector rotation signals off alternative economic data.
Not price patterns. Not earnings calls. Stuff like TSA checkpoint counts, bankruptcy filing rates, freight rail carloads, electricity demand, Google Trends, and sentiment/activity proxies.
Everything is paper-traded. Everything is public. No cherry-picking, no hiding the body count.
Current numbers
- 215 signals running live
- 1 beating SPY on full-window alpha
- 1 beating SPY on rolling 30D
- 214 flat, collecting data, or underperforming
I'll say that again: 1 out of 215. I'm not hiding that.
With 215 signals, I fully expect some to look decent by chance in a small sample. That's part of why I keep the full board public instead of just showing the winners.
How it works
Each signal is one alternative data source wired to a fixed sector-rotation rule.
- data source fires
- algo rotates into a target sector ETF or cash
- entry and exit rules are fixed
- SPY is the benchmark
- no discretionary overrides once the rule exists
The data sources right now include FRED macro series, TSA checkpoint tables, AAR freight rail carloads, EIA electricity consumption, Port of LA TEU volume, Google Trends, and sentiment/activity proxies.
I keep two rankings on purpose:
- Force rank = full-window / since-seed total return and alpha
- Rolling 30D = recent return, Sharpe, and drawdown
That split matters because a signal can look decent over a short stretch and still have a weak long-run record.
The ones worth talking about
Best full-window result right now: Quantified Simple Monthly Rotation at 10.03% return and +1.77% alpha vs SPY.
Best rolling 30D result right now is also Quantified Simple Monthly Rotation, at 10.03% over the last 30 days. It is still trailing SPY over the same window by 0.92%.
The one people seem to remember is Biscotti (Unconditional Loyalty). It is named after my dog. Right now it is at -0.94% over the last 30 days, and still -12.21% alpha on the full window. Good stretch
earlier, bad long-run record overall. I still can't tell whether that's a real regime change signal or just noise.
Worst on the board right now: Chaos Rotation Lab at -6.2% return and -14.46% alpha.
Still running it.
If I kill a signal every time it looks bad over a short window, then the whole thing just turns into survivorship bias theater.
What I actually want feedback on
Is the force-rank / rolling-30D split the right way to separate long-run trust from short-term regime fit, or does it just create a second window that I can unconsciously shop for the better-looking result?
For low-frequency macro signals that may have only fired a few times so far, would you keep them on the leaderboard this early, or exclude them until they have a real sample of trades?
Everything is public at stockarithm.com. Winners, losers, flat names, all of it.
If you want, I can also give you a shorter version in case you want to post something tighter.