Hi Team,

Here is my first sector rotation strategy using trendfollowing. The strategy rules are as follows.

  1. Select 11 best liquid SPDR ETFs
  2. Rank the ETFs and select them using most stable returns
  3. Calculate last trading year return and combine with return of last three months and rank top 3 ETF
  4.  Execute every monday before market open and rebalance.

 

Please help me to improve my first algorithm by sharing your thoughts.