Large Cap Vs Small Cap Rotation Trading Strategy (Setup, Rules, Backtest, Performance)

Large Cap Vs Small Cap Rotation Trading Strategy (Setup, Rules, Backtest, Performance)

Stocks can be classified into many types: value vs. growth, profitability vs. investment, developed vs. developing countries, and, of course, large vs. small caps. Today, we present a large cap vs small cap rotation trading strategy. The large-cap vs. small-cap rotation strategy aims to shift between these two groups to capitalize on the one that…