Writing skills of multi plate rotation strategy -- strategy writing learning materials

One 、 Introduction to rotation strategy
　　 Generally speaking , The logic of the rise and fall of the market in each period is different , such as ： The rise of blue chips some time ago , During this period, cyclical stocks soared and so on , To put it bluntly , The market in each period is rising , There is always a plate or index 、 The industry is driving the market up , Unless it's in the bull market , Every industry 、 The plates are rising , But both are rising at the same time , There must be a sector or industry with the most gratifying increase . From the above logic , We can figure out ： Multi index （ industry ） Rotation strategy can explain the rise and fall logic of the market to the greatest extent ！
The advantage of rotation strategy is very obvious , At any time , Buy the strongest index , And this index is the core force driving the rise of the whole market The amount . Of course , The strategy will also judge the strength of the index , If no index meets the strong standard , Then directly empty the position . That means , The rotation strategy itself Have good risk control measures , And because you're buying an index , It does not need to consider non systemic risks .
　　 The multi index rotation strategy focuses on the following four points ：
　　 One ： There must be enough indexes , That is, these indexes include many industries 、 Index , This can explain the internal rise of the market at any time Falling logic .
　　 Two ： There must be a strict strength judgment logic , How to quantify the performance of an index into strength relationship and compare it with other indexes .
　　 3、 ... and ： Determine the warehouse adjustment cycle , The strategy should be to adjust positions once a month , Or once a week , Or other , This position adjustment logic is related to the index you choose type 、 Quantity is related to .
　　 Four ： Determine the number of position indexes , When the strategy judges the strength of each index and ranks it , An index of the strongest performance of strategic positions , Or the first few fingers Count , This will directly affect the final result of the strategy .

Two 、 Build a multi exponential rotation strategy

In order to achieve the teaching effect and improve the strategy logic , I chose 9 Indices ETF Funds to explain the logic of the rise and fall of the market &#x