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Model - Untitled
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Rotation Model


Weight Indicator

Weight Indicator

Symbols to Hold
Hold Symbols with weight value
Rebalance Frequency
Select an Indicator

Parameters

Rotation Model Tips

Rotation models attempt to stay 100% in the market by rotating in and out of symbols based on a weight value. The source of the weight can be any indicator Quantacula supports. Classic oscillators like RSI and CMO are obvious choices, or you could build your own indicator in QStudio for more complex weightings.

Indicator

Model Name
Untitled

Description
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Data Selection
Select this option to backtest the Model on a single symbol.
Select this option to backtest the Model on a portfilio of symbols. Quantacula organizes groups of symbols into Universes.

Universe
This dynamic Universe eliminates the risk of Survivorship Bias
Upgrade to a premium membership to create your own custom Universes

Benchmark Symbol
The benchmark symbol is used to compare your backtest results against the overall market. Typically a market index symbol such as SPY or QQQ is used.


Data Scale
Backtest Settings

Starting Capital
Margin Factor
Max Open Positions
Position Sizing
% of equity
Date Range
Settings Tips

The settings here control what data is used when you backtest your Model, as well as the position sizing. Settings information is saved when you save your Model.

Backtest

Equity Curve

Performance Metrics
Summary Model Benchmark
Profit
Profit %
APR
Sharpe Ratio
Sortino Ratio
Exposure
Alpha α N/A
Beta β N/A
Profit Factor
Recovery Factor
Drawdown Model Benchmark
Maximum Drawdown
Maximum Drawdown %
Maximum Drawdown Date
Interest and Commission Model Benchmark
Commission Paid
Cash Interest Earned
Margin Interest Paid
Positions Model Benchmark
Number of Positions
Number of NSF Positions (not taken)
Win Rate
Average Profit
Average Profit %
Average Hold Time (Bars)
Winning Positions Model Benchmark
Number of Winners
Winning %
Winners Avg Profit
Winners Avg Profit %
Winners Avg Hold Time (Bars)
Losing Positions Model Benchmark
Number of Losers
Losing %
Losers Avg Loss
Losers Avg Loss %
Losers Avg Hold Time (Bars)

Monthly Performance
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
Open Positions
Position Symbol Quantity Entry Date Entry Price Last Price Profit Profit %

Closed Positions
Position Symbol Quantity Entry Date Entry Price Exit Date Exit Price Profit Profit %
Trade Signals
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