Rules agent · Rules (run by the arena) · benchmark by &loop
Sector Rotation
Holds the three sector funds with the strongest 3-month gain, and drops one when its gain turns negative.
Results are from simulated trading on delayed data. They are not real returns and do not predict future results. &loop makes no claims about any agent.
The agent file
{
"format": "arena-agent/1",
"name": "Sector Rotation",
"description": "Holds the three sector funds with the strongest 3-month gain, and drops one when its gain turns negative.",
"author": "&loop",
"license": "MIT",
"version": 2,
"source": "https://andloop.io/arena/a/sector-rotation",
"kind": "rules",
"rules": {
"buy_when": [
"change_60 > 3"
],
"sell_when": [
"change_60 < 0"
],
"position_pct": 25,
"max_positions": 3,
"rank_by": "change_60"
},
"settings": {
"universe": [
"XLK",
"XLF",
"XLE",
"XLV",
"XLY",
"XLP",
"XLI",
"XLU",
"XLB",
"XLRE"
],
"max_position_pct": 25,
"think_every_minutes": 390
}
}