Strategy Designer
ROC3 Monthly Rotation
Published by solemnbird on 1/30/2025
Simple Momentum Strategy. Buy 2 of the Sector ETFs with the highest 3-month ROC. Rebalance Monthly. Equal allocation.
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Weight Indicator |
ROC(Close,3)
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Symbols to Hold | ||
Keep Symbols with | Weight Indicator Values | |
Rebalance Frequency |
Select an Indicator
Thanks to finantic.de for providing their finantic Indicators for use free of charge here on the Web Backtester!
Open
Open
High
High
Low
Low
Close
Close
Volume
Volume
AccelerationBandsL
Acceleration Bands Lower
AccelerationBandsU
Acceleration Bands Upper
AccumDist
Accumulation/Distribution
ADX
Average Directional Index
ADXHist
ADX-DMI Histogram
ADXR
Average Directional Index Rating
AEMA
Adaptive Exponential Moving Average
Alpha
Alpha
Alpha2
Alpha2
AMA
Adaptive Moving Average
AMDetector
AM Detector
APTR
APTR
AroonDown
Aroon Down
AroonOsc
Aroon Oscillator
AroonUp
Aroon Up
ARSI
ARSI
ATR
Average True Range
ATRBandLower
ATR Bands Lower
ATRBandUpper
ATR Bands Upper
ATRModified
ATRModified
ATRP
Average True Range Percent
ATRTrail
ATRTrail
BandPass
Bandpass
BarOfDay
Bar of Day
BBandPercentB
BBandPercentB
BBLower
Lower Bollinger Band®
BBUpper
Upper Bollinger Band®
BBWidth
Bollinger Band Width
BearPowerVG
BearPowerVG
Beta
Beta
BollingerPctBSmoothed
BollingerPctBSmoothed
BullPowerVG
BullPowerVG
CAMA
Cong Adaptive Moving Average
CandleCode
CandleCode
CCI
Commodity Channel Index
CG
CG
ChaikinOsc
Chaikin Oscillator
Choppiness
Choppiness
CMF
Chaikin Money Flow
CMO
Chande Momentum Oscillator
ConsecCandle
ConsecCandle
ConsecDown
Consecutive Down Bars
ConsecUp
Consecutive Up Bars
Coppock
Coppock Curve
CorrelationAngle
CorrelationAngle
CorrelationTrend
CorrelationTrend
CrossOverBar
CrossOver Bar
CrossOverValueBar
Cross Over Value Bar
CrossUnderBar
CrossUnder Bar
CrossUnderValueBar
Cross Under Value Bar
CRSI
Connors RSI
CutlersRSI
Cutlers RSI
CyberCycle
CyberCycle
CyclicComponent
CyclicComponent
DayOfMnth
Day of Month
DayOfWk
Day of Week
DayOfYr
Day of Year
DecyclerOscillator
DecyclerOscillator
Density
Density
DI-
Directional Index-
DI+
Directional Index+
DMH
Directional Movement using Hann windows
DonchianMid
Donchian Channel Middle Line
DPPO
Daily PPO
DSMA
DSMA
DSO
DSO
DSS
Bressert DSS
DVS
DVS
DyMoI
Dynamic Momentum Index Oscillator
EC
EC
ElegantOscillator
ElegantOscillator
EMA
Exponential Moving Average
EMA2
EMA2
EMV
Ease of Movement
EnvelopeLower
Lower MA Envelope
EnvelopeUpper
Upper MA Envelope
ER
Efficiency Ratio
ESDBandLower
ESDBandLower
ESDBandUpper
ESDBandUpper
EStdDev
EStdDev
ExpDev
ExpDev
ExpDevBandLower
ExpDevBandLower
ExpDevBandUpper
ExpDevBandUpper
FAMA
Following Adaptive Moving Average
FastSMA
FastSMA
FDSO
FDSO
FIR
Finite Impulse Response
FIRHamming
FIRHamming
FIRHann
FIRHann
FIRSMA
FIRSMA
FIRSmoother
FIRSmoother
FIRTriangle
FIRTriangle
Fisher
Fisher
FMDemodulator
FM Demodulator
FourierCTS
FourierCTS
FourierSeries
FourierSeries
FractDim
FractDim
FRAMA
FRAMA
FVE
FVE
GannHiLoActivator
Gann HiLo Activator
Gap
Gap
GapMomentum
Gap Momentum
Gapo
Gapo
Gaussian
Gaussian
GMA
GMA
GriffithsDC
GriffithsDC
GriffithsPredictor
GriffithsPredictor
HACO
HACO
HACOLT
HACOLT
Hann
Hann filter
HHS
HHS
Highest
Highest
HighPass
HighPass
HourOfDay
Hour of Day
Hurst
Hurst Exponent
HV
Historical Volatility
IBS
Internal Bar Strength
IIRSmoother
IIRSmoother
InstantaneousTrendLine
InstantaneousTrendLine
InverseFisher
InverseFisher
InverseFisherRSI
InverseFisherRSI
InverseFisherStoch
InverseFisherStoch
KaseCDOscillator
Kase CD Oscillator
KasePeakOscillator
Kase Peak Oscillator
KDJ
KDJ
KeltnerLower
Lower Keltner Band
KeltnerUpper
Upper Keltner Band
KST
Know Sure Thing
KVO
Klinger Volume Oscillator
LeastError
LeastError
LLS
LLS
LogReturn
Log Returns
Lowest
Lowest
LR
Linear Regression
LRAdjEMA
Linear Regression Adjusted Exponential Moving Average
LRSlope
Linear Regression Slope
MABandLower
MABandLower
MABandUpper
MABandUpper
MABandWidth
MABandWidth
MACD
Moving Average Convergence/Divergence
MACDClassic
Moving Average Convergence/Divergence (Classic)
MACDHist
MACD Histogram
MAD
MAD
MADH
MADH
MAMA
MESA Adaptive Moving Average
MarketState
Market State
MassIndex
Mass Index
Median
Median
MESAStochastic
MESAStochastic
MFI
Money Flow Indicator
MHLMA
MHLMA
Midas
Midas
MidasLower
MidasLower
MidasUpper
MidasUpper
MinOfDay
Minute of Day
MnthOfYr
Month of Year
Momentum
Momentum
MoneyFlowOscillator
MoneyFlowOscillator
MyRSI
MyRSI
NegativeCloses
Negative Closes
NVI
NVI
OBV
On-Balance Volume
PBFastOsc
Projection Bands Fast Oscillator
PBSlowOsc
Projection Bands Slow Oscillator
PCI
PCI
PctRank
Percent Rank
PFE
Polarized Fractal Efficiency
PhasorAngle
PhasorAngle
PhasorPeriod
PhasorPeriod
PhasorTrend
PhasorTrend
PMA
PMA
PMO
Price Momentum Oscillator
PositiveCloses
Positive Closes
ProjectionBandLower
Projection Bands Lower
ProjectionBandUpper
Projection Bands Upper
PSAR
Parabolic SAR
PsMACDsignal
PsMACDsignal
PTBar
PTBar
PVI
PVI
PZO
PZO
QStick
QStick
QuotientTransform
QuotientTransform
RainbowOsc
RainbowOsc
Reflex
Reflex
RegEMA
RegEMA
RelativeDailyMACD
RelativeDailyMACD
RelVol
RelVol
RevEngBBandCross
RevEngBBandCross
RevEngMACD
RevEngMACD
RevEngMACDSignal
RevEngMACDSignal
RevEngRSI
Reverse Engineered RSI
RevEngSMATC
Reverse Engineered SMA Tomorrows Close
ReverseEMA
ReverseEMA
RMF
Recursive Median Filter
RMI
Relative Momentum Index
RMO
Recursive Median Oscillator
ROC
Rate of Change
RocketRSI
Rocket RSI
ROCR100
Rate of Change Ratio
ROCWBLower
ROC with Bands Lower
ROCWBUpper
ROC with Bands Upper
RoofingFilter
RoofingFilter
RS2T
RS2T
RSEMA
Relative Strength Exponential Moving Average
RSI
Relative Strength Index
RSIBand
RSIBand
RSIH
RSI using Hann windows
RSMK
RSMK
RSquared
R-Squared
RSS
RSS
RSVAEMA
Relative Strength Volume-Adjusted Exponential Moving Average
RSVolatAdjEMA
Adaptive Exponential Moving Average
RVI
Relative Volatility Index
RWIHigh
RWIHigh
RWILow
RWILow
SARSILower
Self-Adjusting RSI Lower
SARSIUpper
Self-Adjusting RSI Upper
SchaffTrendCycle
SchaffTrendCycle
SDO
SDO
SimpleDecycler
SimpleDecycler
SMA
Simple Moving Average
sMACD
sMACD
sMACDSignal
sMACDSignal
SMI
Stochastic Momentum Index
SMMA
Smoothed Moving Average
SpecialK
Special K
Squeeze
Squeeze
SRSI
SRSI
StdDev
Standard Deviation
StdError
Standard Error
Stiffness
Stiffness
STMACD
STMACD
StochD
Stochastic %D
StochDSlow
Slow Stochastic %D
StochK
Stochastic %K
StochKSlow
Slow Stochastic %K
StochRSI
StochRSI
SuperPassband
SuperPassband
SuperPassbandRMS
SuperPassbandRMS
SuperSmoother
SuperSmoother
SVAPO
SVAPO
SVEHaTypCross
SVEHaTypCross
SVEHLZigZagTicks
SVEHLZigZagTicks
SVEHLZZperc
SVEHLZZperc
SVERBStochK
SVERBStochK
SVEStochRSI
SVEStochRSI
SVEVolatilityBandLower
SVEVolatilityBandLower
SVEVolatilityBandUpper
SVEVolatilityBandUpper
SVEZLRBPercB
SVEZLRBPercB
SVSI
SVSI
SZO
SZO
TCFMinus
TCFMinus
TCFPlus
TCFPlus
TEMA_TASC
TEMA_TASC
TII
Trend Intensity Index
TimeOfDay
Time of Day
TPR
Trend Persistence Rate
TR
True Range
TradingDaysLeft
TradingDaysLeft
TradingDaysSince
TradingDaysSince
TRAdjEMA
True Range Adjusted Exponential Moving Average
TrendB
TrendB
Trendflex
Trendflex
TrendMeter
Trend Meter
TrendQ
TrendQ
TrendScore
TrendScore
TrueHigh
TrueHigh
TrueLow
TrueLow
TruncBandPass
Truncated Bandpass
TSF
Time Series Forecast
TSI
True Strength Index
TTF
TTF
Turnover
Turnover
UCI
UCI
UltimateBandLower
UltimateBandLower
UltimateBandUpper
UltimateBandUpper
UltimateChannelLower
UltimateChannelLower
UltimateChannelUpper
UltimateChannelUpper
UltimateOscillator
UltimateOscillator
UltimateSmoother
UltimateSmoother
UltOsc
Ultimate Oscillator
UniversalOscillator
UniversalOscillator
UpDown
UpDown
UpDownVolume
Up/Down Volume Ratio
USI
Ultimate Strength Index
USTYield
US Treasury Yield
VAcc
VAcc
VChart
Value Chart
VFI
VFI
VKBandLower
VK Band Lower
VKBandUpper
VK Band Upper
VKWBandLower
Weighted VK Band Lower
VKWBandUpper
Weighted VK Band Upper
VMACDH
VMACDH
VMMinus
VMMinus
VMPlus
VMPlus
VolatilitySwitch
VolatilitySwitch
VossPredictor
VossPredictor
VPN
VPN
VPT
Volume/Price Trend
VSI
Volume Surge Index
VWAP
VWAP
VZO
VZO
W+DPPO
Relative Daily PPO
WeeklyMACD
WeeklyMACD
WilderMA
Wilder Moving Average
WilderVolStop
Wilder Volatility Stop
WilsonRSIChannel
WilsonRSIChannel
Wm%R
Williams %R
WMA
Weighted Moving Average
WPPO
Weekly PPO
ZScore
ZScore
Parameters
Rotation Strategy Tips
• Rotation Strategies are always 100% invested, and rotate in and out of the DataSet, holding a number of symbols that you specify.
• The symbols that are chosen are based on the value of a Weight Indicator.
• You control whether the Rotation Strategy keeps the symbols with the lowest or highest Weight Indicator values.
• You determine how often the Strategy reallocates its positions by settings its Rebalance frequency.