EQUITIES
AU
ASX200
ASX 200 Commodity Rotation
Australia's stock market is heavily tied to commodities, especially iron ore. This algo rotates between mining stocks and banks depending on the iron ore trend — a macro rotation play unique to the Australian market....
Win Rate
55%
36 markets resolved
Backtest Return
21.3%
2-year backtest
Benchmark
17.6%
ASX 200 Buy-and-Hold
Alpha vs Benchmark
+3.7%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
Rotate between materials and financials based on iron ore price trend. Monthly signal.
Australia's stock market is heavily tied to commodities, especially iron ore. This algo rotates between mining stocks and banks depending on the iron ore trend — a macro rotation play unique to the Australian market.
Tags
rotationASXcommoditiesiron-ore
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