Quantified Simple Monthly Rotation
Lab started: 2026-01-11 · Last run: 2026-09-10 · $100k base · $10k/trade
Tests whether this signal can add information beyond price alone.
Quant Thesis
Simple monthly rotation tests whether a low-turnover sector momentum rule can capture persistent ETF leadership.
Plain English Description
Tests whether this signal can add information beyond price alone.
Strategy
Quantified Simple Monthly Rotation
Realized / Unrealized
$+12,129 / $-6,542
| Ticker | Entry | Current | P&L | Opened | Consec↓MA |
|---|
| XLI |
$185.23 |
$174.42 |
$-6,542.06 (-5.8%) |
2026-06-30 |
0 |
| CASH | $-0.00 |
| BORROWED | $0.00 |
| ACCRUED INT. | $0.00 |
| OPEN POSITIONS | 1 |
| TOTAL TRADES | 2 |
| WINNERS | 1 |
| WIN RATE | 50.0% |
| SIM START | 2026-01-11 |
| Date | Action | Ticker | Price | Shares | Value | P&L | Notes |
|---|
| 2026-06-30 |
BUY |
XLI |
$185.23 |
605.1864 |
$112,098.67 |
— |
CASH |
| 2026-06-30 |
SELL |
XLK |
$190.52 |
588.5175 |
$112,108.62 |
$-309.99 (-0.3%) |
rebalance |
| 2026-05-29 |
BUY |
XLK |
$191.02 |
588.5175 |
$112,418.61 |
— |
CASH |
| 2026-05-29 |
SELL |
XLK |
$191.02 |
626.8969 |
$119,733.72 |
$+12,438.51 (+12.4%) |
rebalance |
| 2026-04-30 |
BUY |
XLK |
$159.50 |
626.8969 |
$99,990.05 |
— |
CASH |