Rotation Strategy Between The S&P 500 And Gold Miners (Amibroker Code)

The strategy in plain English:

 

1. At the close of September, we buy the S&P 500 (^gspc).
2. We hold the S&P 500 until the last day of April.
3. At the close of April, we invest in FSAGX.
4. We own FSAGX until the last day of September
5. Rinse and repeat every year from 1985 until June 2021.

 

 

Click here for the original article.

 

Amibroker code:

 

Here is the Amibroker code if we have many different stocks in the database. The code only test the tickers we want to test, we make an if function:

 

setOption(“MaxOpenPositions”,2);
SetPositionSize(49.75,spsPercentOfEquity);

 

f( Name() == “^gspc” )
{

Buy= Month()==10;
BuyPrice=Ref(Close,-1);
Sell=Month()==5 ;
SellPrice=Ref(Close,-1);

Short=0 ;
ShortPrice=0;
Cover=0 ;
CoverPrice=0;

}

 

if( Name() == “FSAGX” )
{

Buy= Month()==5;
BuyPrice=Ref(Close,-1);
Sell=Month()==10 ;
SellPrice=Ref(Close,-1);

Short=0 ;
ShortPrice=0;
Cover=0 ;
CoverPrice=0;

}

 

 

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.