AlphaRotation ETF Momentum Strategy Backtest Python Module
A simple, peaceful, ETF Momentum strategy based on Monthly rotation on top ETFs from each category!Includes full Python backtest code, 10 years of data, complete tradebook, and detailed performance metrics — so you can test, verify, and learn for yourself.
Product details
This download contains the complete Python backtest code used to test the ETF Momentum Rotation strategy discussed in the article on the FabTrader community website. The strategy evaluates a basket of ETFs across multiple asset classes including equities, commodities, global markets and sectors. Over the last few years, this approach has produced interesting results in backtests, with one configuration delivering a CAGR of around 32% over the past four years. This code allows you to explore the strategy yourself, test different parameters and run your own experiments. What you will get? Python Backtesting code Tradebook Detailed Performance Report including Equity curve, drawdown, ratio, XIRR, Avg Holding period and much more. 10 years daily OHLC candle stick data for all top ETFs tested What is this
Strategy? Read this article / Watch Video below to learn more about this
Strategy https://fabtrader.in/a-simple-peaceful-etf-rotation-strategy-that-delivered-32-cagr/
Included
- Python Backtest Code
- Tradebook
- Full Performance Report
- 10 Years ETF Daily Timeframe OHLC data
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