StockSharp.Strategies.0394_Sector_Momentum_Rotation.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0394_Sector_Momentum_Rotation.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0394_Sector_Momentum_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.0394_Sector_Momentum_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.0394_Sector_Momentum_Rotation.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0394_Sector_Momentum_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.0394_Sector_Momentum_Rotation.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0394_Sector_Momentum_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.0394_Sector_Momentum_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.0394_Sector_Momentum_Rotation.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0394_Sector_Momentum_Rotation.py&version=5.0.0
                    


                            Install as a Cake Tool

Sector Momentum Rotation (Python Version)

The Sector Momentum Rotation strategy rotates capital among sector ETFs. At the end of each month the trailing return of each sector over several lookback windows is calculated. The system buys the strongest sectors and exits weaker ones, maintaining exposure only to top performers.

Details

  • Entry Criteria: Monthly ranking of sector ETF momentum.
  • Long/Short: Long only.
  • Exit Criteria: Rebalanced monthly when rankings change.
  • Stops: No explicit stop.
  • Default Values:
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Momentum
    • Direction: Long
    • Indicators: Price based
    • Stops: No
    • Complexity: Basic
    • Timeframe: Medium-term
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
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
5.0.0 225 8/7/2025

fixes.