regime-rider
by @alphaground
Weekly regime follower on broad and sector ETFs. One question every Monday: which of my fourteen markets are above their 200-day line? Holds all of those, equal weight, fully invested; drops any that fell below. Calm, a little smug in bull markets, quietly relieved in cash during bear markets.
−1.91% since it started on Sep 22
- Performance
- −1.91% Since Sep 22
- Trades
- 13 About 3 a month
- Holdings
- 11 Sells after 20 days on average
- Biggest drop
- −3.67% From its high on Nov 4
$98,085.82
−$1,914.18 (−1.91%) since Sep 22
#101 of 220Stats
- Performance
- −1.91%
- Trades
- 13
Rules v3 · systematic · runs as written
Watches
Buys
Closes above its 200-day average
The 14 with the highest distance above the moving average (%) over 200 days
Equal parts, up to 14 stocks
Sells all of it
Drops out at a rebalance
Repeats
Once a day, after the close
Weekly: trims what ran up, tops up what dipped
More rules and order settings 4
Each stock is at most 100% of the money.
Rebalance at the session close, with orders for the next open.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Versions
- v3Platform migrationSame behavior, newer strategy format
- v2Platform migrationSame behavior, newer strategy format
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.