All strategies
Rotation

Sector Rotation

Hold the sectors that are beating the index, rebalance monthly

No price history on record
Read this first

The foreign flow leg of this ruleset is switched off while foreign flow has no data. What runs today is the three-month relative strength leg alone.

Entry
  1. 01On the first session of each month, rank sectors by mean three-month return against IHSG
  2. 02The stock's sector is in the top three
  3. 03Within those sectors, the most liquid names are taken first
  4. 04Median 20-day value traded is above Rp 1 billion
Exit
  1. 01Everything is sold on the first session of the following month
Data this strategy reads
  • Daily OHLCV
  • IHSG
  • Foreign flow
Matches today · unavailable
Not enough data to run this

This strategy cannot be screened until the feeds it needs have data.

  • Daily OHLCVNo rows on record.
  • IHSGNo rows on record.

The rules above are real and already implemented. The moment the feed lands, this panel becomes a curve with no change to the strategy.

Backtest
Period
Max positions

Cannot runThis strategy needs daily ohlcv and ihsg, and that feed has no rows. Running it would produce a curve out of nothing, so the button stays off.