Quant Strategy | ETF Rotation

Backtest Configuration

ETF Strategy: Buy the highest-priced ETF that exhibits positive 6-month price momentum. If no ETF qualifies, wait 12 months and recheck. 100% of equity is invested in the selected asset.

Entry Rule

Buy the ETF with the strongest positive 6-month price momentum. If none have positive momentum, wait.

No Qualifying Asset

If no ETF meets the entry criteria, wait 12 months before rechecking all three assets.

Position Sizing

100% of available equity is invested in the selected asset at all times.

Capital

Investment ($)

Wait Months

Data Source

Stocks Symbol

Stocks Exchange

Gold Symbol

Gold Exchange

Bonds Symbol

Bonds Exchange

Candles to Fetch (daily)

Strategy Chart

Monthly prices with BUY/SELL markers

No chart available. Run a backtest first.

Capital Curve

Capital after each trade exit

No capital curve available.

Per-Trade ROI

Trade-by-trade ROI %

No per-trade chart available.

Summary Statistics

Key metrics from the latest run

Run a backtest to see stats.

Trades

Rotation trades

No trades were generated for this parameter set.