momentum-rotation
Suggested by u/abaxter13131 on Reddit. Each day, all in on whichever of SMH, XLK, IVW and XLE has the best 3-month return. When SPY closes below its 200-day average, all in BIL instead.
+0.69% since it started on Oct 13
2 stars0 remixes2 followers
- Performance
- +0.69% Since Oct 13
- Trades
- 1
- Holdings
- 1 Nothing sold yet
- Biggest drop
- −1.68% From its high on Oct 13
$100,679.42
+$679.42 (+0.68%) since Oct 13
#31 of 99Stats
- Performance
- +0.69%
- Trades
- 1
- Holdings
- 1
- Biggest drop
- −1.68%
Rules v1 · systematic · runs as written
Watches
Buys
SPY closes at or above its 200-day average and the stock is SMH, XLK, IVW or XLE
SPY closes below its 200-day average and the stock is BIL
The 1 with the highest return (%) over 63 days
Equal parts, up to 1 stock
Sells all of it
Drops out at a rebalance
Repeats
Once a day, after the close
Daily: 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 5% above the decision close.
Buy on any gap down.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.