Sector Rotation Strategy Tester (Relative Strength)
Instructions:
- Select the number of sectors you want to compare (2-5).
- For each sector and the benchmark, enter a name/ticker.
- Paste historical price data as comma-separated values (e.g.,
100,101,102.5,...). All series must have the same number of data points and represent the same frequency (e.g., daily, monthly). - Enter the number of data points per year for your data (e.g., 252 for daily, 12 for monthly). This is used for CAGR calculation.
- Set strategy parameters: Momentum Lookback, Rebalancing Frequency (both in number of data periods), and Number of Top Sectors to Hold.
- The backtest starts after enough data is available for the initial momentum calculation. The strategy will hold the selected top sector(s) in equal weights.