LC
Systematic Equity ETF Global  ·  Relative-Strength Screener
US/ROW · US sectors · ROW ETFs · strength = mean pairwise %-of-range · internal use only
As of 15 Sep 2026
Updated 2026-09-16 08:44 UTC
⚠ DATA STALE — latest close 15 Sep 2026 (expected 2026-09-16). Yahoo data may be delayed; will refresh on next run.
Donchian lookback N Re-ranks every universe instantly — all four lookbacks are pre-computed client-side. The 200d-MA filter toggle sits on each chart.
US vs Rest of World 2 assets · strength = mean pairwise %-of-range
Binary Signal — SPY / ACWX relative-strength ratio (N=30)
Cumulative Returns — US vs Rest of World (rebased 100)
US Sectors (11 GICS) 11 assets · strength = mean pairwise %-of-range
Cumulative Returns — US Sectors (11 GICS) (rebased 100)
Rest of World (10 ETFs) 10 assets · strength = mean pairwise %-of-range
Cumulative Returns — Rest of World (10 ETFs) (rebased 100)
Robustness — Top-3 Rotation across Lookbacks★ = best Sharpe per universe
Relative-Strength Screener  ·  ACWX, EEM, EWJ, EWT, EWY, ILF, INDA, KSA, KWEB, MCHI, SPY, VGK, XLB, XLC, XLE, XLF, XLI, XLK, XLP, XLRE, XLU, XLV, XLY  ·  pairwise ratio Donchian · latching · top-K rotation (next-day close, no costs)  ·  Lighthouse Canton Pte. Ltd.  ·  2026-09-16 08:44 UTC
Strength score = mean over all other assets of the pair ratio's position within its N-day Donchian band (0–100). Returns are geometric on adjusted closes; Sharpe = ann ret / ann vol (rf=0). US sectors begin Oct-2018 (XLC inception); ROW begins 2016.