StockSharp.Strategies.0381_Momentum_Style_Rotation.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0381_Momentum_Style_Rotation.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0381_Momentum_Style_Rotation.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0381_Momentum_Style_Rotation.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0381_Momentum_Style_Rotation.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0381_Momentum_Style_Rotation.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0381_Momentum_Style_Rotation.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0381_Momentum_Style_Rotation.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0381_Momentum_Style_Rotation.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0381_Momentum_Style_Rotation.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0381_Momentum_Style_Rotation.py&version=5.0.0
                    


                            Install as a Cake Tool

Momentum Style Rotation Strategy (Python Version)

This Python strategy rotates among a set of factor exchange​-traded funds (ETFs) and a broad market ETF. At the end of each month the ETFs are ranked by their trailing three-month total return. The portfolio then invests entirely in the top ranked fund for the following month to harvest medium-term momentum.

The approach always holds a single ETF and re-evaluates monthly. Daily candles are used for calculations and all rebalancing trades are executed at the market price.

Details

  • Universe: list of factor ETFs and a benchmark ETF.
  • Signal: compute 63-day (three-month) total return and select the strongest instrument.
  • Rebalance: first trading day of each month.
  • Positioning: fully long the selected ETF, all others flat.
  • Risk control: orders skipped when the required trade value falls below MinTradeUsd.
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version Downloads Last Updated
5.0.0 230 8/7/2025

fixes