Just put together a new Tech Sector Short Model Thursday night, took about 20 minutes.
Sector: Technology
Target : 10 days , -5%+ Return
Features : 28 (*Image 2*)
Training Period : 1997-2003
Backtest Period : May 2021- May 2023 (*Image 1*)
PiT Compliant, No look-ahead, No survivorship, sell the open, buy into close. (short model)
Interesting Fact! MSTR was the top short in 2000 in the initial walk-forward backtest during training . (*Image 3*)
This is just a fun one that I'm going to track for now. I'll have it re-score every night, watch how it performs, and refine it, train a second model on the 2021–2023 period and potentially combine them. If the tech ($IYW) rally keeps running at this pace (*Image 4*), I'll use these models to tactically take short positions in top picks.
*Image 5* is just the first picks the model has made, which are for Monday 5/11/26. I won't be trading them just yet.
The Tech Sector still needs to rally more ($IYW \~$270) this year for me to really pay attention, but I'll have it running until then to see how it's working. It's ripping everyday so it may get there sooner than I think.
During the backtest, the model was able to nearly break-even during the final 20% rally in the tech sector from May to November 2021.