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Sector Momentum Rotation (Python)
Published
Aug 7, 2025
1y ago
Total Downloads
738
738
Install
dotnet add package StockSharp.Strategies.0394_Sector_Momentum_Rotation.py --version 5.0.0
No framework information available.
README
Sector Momentum Rotation (Python Version)
The Sector Momentum Rotation strategy rotates capital among sector ETFs. At the end of each month the trailing return of each sector over several lookback windows is calculated. The system buys the strongest sectors and exits weaker ones, maintaining exposure only to top performers.
Details
- Entry Criteria: Monthly ranking of sector ETF momentum.
- Long/Short: Long only.
- Exit Criteria: Rebalanced monthly when rankings change.
- Stops: No explicit stop.
- Default Values:
CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Momentum
- Direction: Long
- Indicators: Price based
- Stops: No
- Complexity: Basic
- Timeframe: Medium-term
- Seasonality: Yes
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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