RSI Rotation
Fidelity Select Sector Fund Rotation system
Fidelity Select Sector Fund Rotation is a non-Intraday strategy that continuously holds n funds (usually just one) of a DataSet of 40 Fidelity Select Funds that have the highest 25-day price change (aka 25-day ROC). Although the number n is
determined by the n Symbols Strategy Parameter, you must adjust Portfolio
Simulation Mode sizing appropriately for the number that you select. For
example, with 3 symbols you might set 33.3% of Equity sizing.
The point is to invest in the Fidelity Select Fund with the highest percentage gain over that 5 weeks, and to hold that fund for at least 30 bars to avoid the early redemption fee. After 30 days, the fund is sold and replaced by the currently top ranked Select fund.
Create a DataSet with the following symbols:
FBIOX FBMPX FBSOX FCYIX FDCPX FDFAX FDLSX FIDSX FIUIX FNARX FPHAX FSAGX FSAIX FSAVX FSCGX FSCHX FSCPX FSCSX FSDAX FSDCX FSDPX FSELX FSENX FSESX FSHCX FSHOX FSLBX FSLEX FSMEX FSNGX FSPCX FSPHX FSPTX FSRBX FSRFX FSRPX FSTCX FSUTX FSVLX FWRLX |
Tip:
To avoid dropped trades due to opening gaps, set the margin factor slightly
above 1 (e.g., 1.05:1), or, use a slightly smaller Percent of Equity size. |