StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.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.0411_Asset_Class_Momentum_Rotational.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.0411_Asset_Class_Momentum_Rotational.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.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.0411_Asset_Class_Momentum_Rotational.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.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.0411_Asset_Class_Momentum_Rotational.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.0411_Asset_Class_Momentum_Rotational.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0411_Asset_Class_Momentum_Rotational.py&version=5.0.0
                    


                            Install as a Cake Tool

Asset Class Momentum Rotational (Python Version)

This rotational model allocates capital to the asset classes exhibiting the strongest recent momentum. Each period the system ranks asset ETFs and holds the leaders while avoiding laggards.

Rebalancing occurs monthly with cash as a defensive asset when no momentum is positive.

Details

  • Data: Monthly total returns of asset class ETFs.
  • Entry: Hold top N assets with positive momentum.
  • Exit: Replace assets when they fall out of the top ranking.
  • Instruments: Broad asset class ETFs.
  • Risk: Uses cash proxy and position caps.
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

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.0 219 8/7/2025

fixes.