Price & Market BehaviorCore researchlive in production
Relative-Value Pairs
Updated dailyData needs: medium
In plain terms
When the stock has wandered too far above or below its sector ETF (>2 standard deviations), bet it snaps back.
How it works
Light-touch single-leg implementation: when the stock z-spread vs its sector ETF deviates beyond ±2σ, fade. Without explicit pair selection this is a simpler "relative value vs benchmark"
Live results
98 times picked on its own · 329 times inside a blend (230 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 329 such blended picks (230 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Sector ETF prices
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Explore Relative-Value Pairs on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.