STRATEGY

Specter is a single mean-reversion strategy on liquid US ETFs. Long-only, intraday hold. Daily bars, no high-frequency data, no leverage.

The Signal

IBS (Internal Bar Strength) measures where the close sits within the day's range:

IBS = (Close - Low) / (High - Low)

A close near the day's low (IBS < 0.20) on a liquid ETF tends to bounce. The strategy enters long at the next day's open and exits at the next day's close — a one-day intraday hold (Variant A: MOO → MOC).

Universe

TICKERNAMEFILTER
SPYS&P 500IBS only
QQQNasdaq 100IBS only
IWMRussell 2000 (Small Caps)IBS + SMA200 + VIX<30
DIADow Jones 30IBS only
EEMEmerging MarketsIBS only
EFADeveloped ex-USIBS + SMA200 + VIX<30
XLFUS FinancialsIBS only
XLKUS TechnologyIBS only
XLVUS HealthcareIBS only

Per-ticker filter (raw vs filt) chosen on in-sample 2015–2020 Sharpe.

Sizing

Cost Model

1 bp slippage per leg (2 bps round-trip) modeled on Alpaca/IBKR retail execution. Commissions $0.

Backtest (Honest)

OOS SHARPE
0.46
OOS MAX DD
−6.2%
OOS PERIOD
2021–2025
EXEC MODEL
MOO → MOC

v3 of the backtest claimed Sharpe 0.72, but assumed close-to-close execution (requires market-on-close orders not all retail brokers offer). v4 corrects to a realistic open→close fill model. We publish the honest number.

Honest Caveats

Why Publish

The literature says you should hide your edge. The same literature also says most backtests fail in production. Publishing every signal, fill, and revision keeps us honest with ourselves and the few people watching. If the edge survives transparency, it's a real edge. If not, the failure is on the record too.