Asset Allocation: Equal Weight Rebalanced Monthly

This asset allocation strategy is implemented using a money management script that rebalances your portfolio monthly and adjusts the open positions by making sure they are equally weighted.

At the beginning of a new month (Monday), this asset allocation strategy loops through open positions, calculates the ideal size (total equity divided by number of allowed positions) then scale-in and scale-out open position to ensure that they all have an equal weight. For each open trade, the difference of the current equity and the expected equity is calculated. This value is then divided by the current security price to get the number of shares that must be added or subtracted from the position.

For long positions, if the number of shares is negative and then an order (at the open of tomorrow) to buy these shares is initiated. If that number is positive then an order to short/sell these shares is initiated. The opposite logic is applied to short positions.

The money management script can be applied to long and short trading systems and to any type of assets (Stocks, ETFs, futures...)

Technical Analysis

• Relative Performance/Return Chart - Compare Several Assets/Stocks
• Global Sector Rotation Strategy V1.0
• Percentage of Stocks at 20-Day Highs
• Plurality Index
• Horizontal Line - Changes by Value and Percentage
• Large price and volume gain after consolidation
• Darvas Box Indicator
• AggZ Indicator
• Simple pattern detection rules using close and open prices
• Entry for long (Multibagar)
• More trading objects...

Fundamental Analysis

• ASX Fundamental data
• PEG and Price to Free Cash Flow above Market Averages
• Currency Pairs Calendar Data
• News parser function
• Next Split Ex-Date In Days
• Economic events surprise
• Valuation ratios for US stocks
• St. Louis Fed Financial Stress Index
• Earnings after and before market opens
• Stocks with an EPS Several Times Higher than the Industry Average EPS
• More trading objects...