Q172 is shaping up to be a nice upgrade! We're extending the UserModelBase class to provide 2 new hooks into the backtest process. PreExecute and PostExecte are called before/after the main processing loop (where Execute is called), and pass you the date being processed as well as a list of all of the symbols that have data for this iteration. You can do things like craft a rotation model in code using these methods. I'll provide a Dev Blog article illustrating this. It's an exciting development, and while our feature requests for Filters in Rotation Models are still in the queue, this can be a way to get this functionality quickly in a code based model.