RS Composite Majority Pick
Dec 09, 2025
in RS Composite
We have added a new option to the Relative Strength Composite backtest for Pro Subscribers; Majority Pick.
If Majority Pick is turned on, rather than investing in the security picked by each RS length, the backtest will instead invest only in the top / bottom X securities that have been picked by the majority of RS lengths.
Though it sacrifices some of the diversification benefit of the full / regular composite, the Majority Pick reduces trade activity, often significantly, while still retaining the spirit of the composite approach.
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Tiebreak
In the event of a tie, where two or more securities have been picked by an equal number of RS lengths, then each of the chosen RS lengths will be assigned a weight and the security with the greatest total assigned weight will be picked.
By default the assigned weights decline exponentially from the shortest RS length (i.e. shorter lengths have greater weight). However,if preferred, you can opt for the weights to decline exponentially from the longest RS length, so that longer lengths have greater weight.
In the example below ABC and XYZ are tied, each the pick of 3 RS Lengths. On a tiebreak, the majority pick is XYZ, as the weights assigned to the RS lengths that picked XYZ total 50.039% versus 44.825% for the RS lengths that picked ABC.
Regular subscribers can upgrade to a Pro Subscription at My Account > Subscription Settings > Upgrade to Pro.
Go to the Relative Strength Composite backtest.
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