breadth-thrust

Here is 1 public repository matching this topic...

phuazz / breadth-thrust-etf

Research backtest of a multi-component breadth-thrust signal computed from point-in-time ETF constituents. Tested across SOXX, CNDX, CSP1 (S&P 500), IUES (energy), IUFS (financials) with full reproducibility from iShares + yfinance data.

python etf backtest semiconductor yfinance quantitative-research out-of-sample ishares breadth-thrust

Updated Oct 8, 2026
Python

Add this topic to your repo

To associate your repository with the breadth-thrust topic, visit your repo's landing page and select "manage topics."

Learn more