<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>ETFs on The Algo Bench</title><link>https://thealgobench.com/instruments/etfs/</link><description>Recent content in ETFs on The Algo Bench</description><generator>Hugo</generator><language>en-IN</language><lastBuildDate>Wed, 07 Oct 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://thealgobench.com/instruments/etfs/index.xml" rel="self" type="application/rss+xml"/><item><title>Connors' Double Seven on NIFTY: underperformer even with a high win rate</title><link>https://thealgobench.com/strategies/double-seven/</link><pubDate>Wed, 07 Oct 2026 00:00:00 +0000</pubDate><guid>https://thealgobench.com/strategies/double-seven/</guid><description>&lt;h2 id="the-idea"&gt;The idea&lt;/h2&gt;&#10;&lt;p&gt;Larry Connors&amp;rsquo; Double Seven is one of the best-known short-term mean-reversion rules. In a market that is trending up,&#10;buy when it closes at a fresh 7-day low, and sell when it closes at a fresh 7-day high. The idea is that short pullbacks&#10;inside a long-term uptrend tend to snap back. The rule was popularised on US index ETFs. We wanted to see whether it&#10;carries over to NIFTY.&lt;/p&gt;</description></item></channel></rss>