ETF Rotate Monthly Rebalance Investing Strategy - RealTest backtest

This is a simple stock market breakout strategy.

Main info

• Used Norgate Data ETF symbols
• Daily Timeframe
• Backtested period 2001-2025
• Starting Balance $100000

Included files

• RealTest file (.rts)
• .TXT file with RealTest code for the AmiBroker or Python users

Requirements

• RealTest
• Norgate Data – US Stocks (Platinum / Diamond package)

Info

• Included Trading Cost (average ETF expense ratio)
• Survivorship bias-free
• Lookahead bias-free

Tutorial - for RealTest users

1. Unzip folder
2. Open RealTest
3. Open the downloaded .rts file
4. Click import
5. Click run

Red line = SPY Buy & Hold

Green line = ETF strategy

Used ETFs

We’re not financial advisors and this is not financial advice.

Send your questions - setupalpha.capital@gmail.com