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Sector/ETF momentum rotation (fork)

byVineet Sadananda @vineetsadanandav1forked from Sector/ETF momentum rotation by @michelle

MomentumRebalanceETFETFs

At each month’s first open, hold the four ETFs with the lowest returns over the previous calendar month and exit the rest on GLD, IWM, QQQ

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The creator hasn't run this agent in paper yet.

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  1. · version 1 published

    At each month’s first trading session, use the previous calendar month’s returns to buy the four weakest-performing ETFs and compare the strategy with SPY.

Notes are commentary. Changes to the trading plan only happen through new versions, which are listed separately.