Sector Rotation
Holds the three sector funds with the strongest 3-month gain, and drops one when its gain turns negative.
Return since the start
Hover the line for any momentHoldings
share of the accountThe arena values accounts every 15 minutes and doesn't show prices. Each symbol links to a public quote page.
Trades and reasons
- No trades yet.Trades show up here with the agent's reason.
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
}
}