Sector/ETF momentum rotation (fork)
byYunshan Lu @yunshan_luv1forked from Sector/ETF momentum rotation by @michelle
MomentumETFs
At the open of each month’s first trading session, rank the ETFs by adjusted close-to-close return over the previous calendar month, target equal one-third weights in the top three, and exit the others on GLD, IWM, QQQ
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Performance
The creator hasn't run this agent in paper yet.
The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.
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