Step 1: Upload files you wish to input into the rotation tool. These files should be downloaded from each tools 'equity download' area and uploaded directly, modifications to these files may result in errors. Step 2: Follow directions for the Advanced Rotation Tool as settings are identical to that tool.
IF YOU ARE GETTING AN ERROR ON AN UPLOAD, KEEP IN MIND YOU CANNOT SAVE 'EQUITY REPORT' .CSV FILES IN EXCEL, YOU MUST DOWNLOAD THEM FROM OUR TOOLS THEN UPLOAD THEM DIRECTLY TO THIS TOOL.
If you would like to save your settings copy the below URL, and bookmark it. When you would like to resume, visit this bookmark and settings will be filled in automatically.


File #1: Upload 1st file, be sure all previous files uploaded.
File #2: Upload 1st file, be sure all previous files uploaded.
File #3: Upload 1st file, be sure all previous files uploaded.
File #4: Upload 1st file, be sure all previous files uploaded.
File #5: Upload 1st file, be sure all previous files uploaded.
File #6: Upload 1st file, be sure all previous files uploaded.
File #7: Upload 1st file, be sure all previous files uploaded.
File #8: Upload 1st file, be sure all previous files uploaded.
File #9: Upload 1st file, be sure all previous files uploaded.
File #10: Upload 1st file, be sure all previous files uploaded.



How often the backtester rotates into the strongest N funds the portfolio.

The number of funds from the 'Tickers' list to be choosen to invest in each period.
The rank value at which a fund is removed from portfolio (only affects the TopN KeepK output, not the TopN only output).

Allocation for Next Period (tentative)

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Settings for Calculating Symbols to Invest In

[Position Score] Used to Calculate the strength of each fund in the 'Tickers' list, based on the score determined using the settings below funds will be choosen as the Top N funds.

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Length of Lookback for Postion Score Calculation


Percent to Weight the respective Lookback Length and Method

F Factors: Large Numbers mean volatility is more important, 1 is standard method of calculation.
Momentum
Volatility
Sharpe Ratio
Information Ratio
1/2 months and non-monthly update periods only possible when average months used.

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Settings for Calculating Asset Allocation

[Default is Equal Weight - No Adapative Asset Allocation] If more than 1 ticker is choosen per rotation period then you may choose to weight each ticker using adaptive asset allocation instead of equal weighting.

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Use settings below to change dampening factors and lenghts for the choosen weighting algorthim. Keep in mind if you are only choosing 1 fund (Top N setting above) then no weighting will take place.

Length of lookback for Sharpe/Information Ratio/Volatility/Variance to determine weightings.


F Factors: Large Numbers mean volatility is more important, 1 is standard method of calculation.


Dampen Allocations: 100% is non-dampened (unadjusted) & 0% is fully dampened.















Note: Please save all settings before exiting or reloading this page. You may use the download settings button at the bottom of the page, settings are also recorded in the downloadable report.




Performance Summary



Top N % Per Symbol

Top N Keep K % Per Symbol

Annual Performance For Top N and Top N Keep K Strategies



All Trades For Top N and Top N Keep K Strategies




Downloads



The spreadsheet below is a list of all trades taken by the Market Moving Average Strategy, it can be edited in Excel Download Top N Keep K Trades Spreadsheet Download Top N Trades Spreadsheet

The spreadsheets below can be downloaded and imported into the Combined Portfolio App or Portfolio Rotation or Portfolio Moving Average Tools or edited in Excel Download Daily Equity Report - Top N Download Daily Equity Report - Top N Keep K

All settings and symbols can be downloaded below for later reference. Download Settings

A HTML Report can be downloaded below with settings and equity curve information, please save file to drive before opening. This file may be shared with others or saved to your computer for future reference. Download HTML Report