{"id":384,"date":"2021-02-11T20:26:56","date_gmt":"2021-02-11T20:26:56","guid":{"rendered":"http:\/\/140.82.46.175\/?page_id=384"},"modified":"2023-11-03T11:36:25","modified_gmt":"2023-11-03T16:36:25","slug":"tools","status":"publish","type":"page","link":"https:\/\/rotationinvest.com\/tools\/","title":{"rendered":"Tools"},"content":{"rendered":"\t\t
YOUR USE OF OUR TOOLS CONSTITUTES AGREEMENT WITH OUR TERMS AND CONDITIONS AS WELL AS OUR PRIVACY POLICY<\/small><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Mean Reversion, Sharpe Ratio, and Information Ratio. The Rotational Momentum Tool will automatically calculate the strength, based on the momentum,volatility, Sharpe Ratio and\/or Information Ratio, and at the end of each update period, switch or rotate to the highest ranked fund for the next period.\n\nThe screener (ranker) tool just outputs the period by period ranking of a set of funds, not the backtest. The features are the same as the Rotation Advanced tool.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\t\u200bThe Rotation Screener (Ranking) Tool outputs a list of ranked funds. This tool shares the same settings as the Advanced Rotation Tool, and can be used to see a full ranking of the funds entered.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Portfolio Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy applied to an entire portfolio of funds instead of individual tickers, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Mean Reversion, Sharpe Ratio, and Information Ratio.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\t\u200bThe Adaptive Asset Allocation Tool allows users to see the hypothetical results of weighting assets in your portfolio based on performance metrics such as Maximum Sharpe Ratio, Maximum Information Ratio, Minimum Variance, and Minimum Volatility instead of using fixed percentages. On each period update the adaptive asset allocation tool updates the weight of each fund entered based on it's weighting score, thus allowing your portfolio to adjust to changing market conditions by re-weighting the portfolio instead of buying and selling a list of symbols.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Portfolio Timing Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, just like the Portfolio Rebalancing Tool. Then it will apply a moving average to each fund in the portfolio, if that fund falls below the moving average it will instead invest the cash filter fund setup in the tool. Alternatively a user can define a moving average channel.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Portfolio Absolute Momentum Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, then apply Absolute Momentum to each fund in the portfolio. So if a 'cash' fund outperforms any fund in the portfolio over a set length of time then the 'cash' fund selected will take the place of the portfolio fund. \t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Portfolio Rebalancer Tool allows users to enter a list of symbols and corresponding weightings to construct a standard \"Buy and Hold\" portfolio and examine the performance of the portfolio as well as different rebalancing time-frames. The tool will show the user the results of buying and holding as well as rebalancing the portfolio yearly, quarterly and monthly.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Portfolio Timing Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, just like the Portfolio Rebalancing Tool. Then it will apply a moving average to each fund in the portfolio, if that fund falls below the moving average it will instead invest the cash filter fund setup in the tool. Alternatively a user can define a moving average channel, when a fund crosses above the moving average + a channel offset and holding until it crosses below that moving average - a channel offset.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Moving average filter tool, or risk on risk off tool, or asset switching tool, allows users to see the hypothetical results of buying the stock fund when it crosses above the moving average and holding until it crosses below it. When the stock fund crosses below the moving average specified the back tester will invest in the cash fund specified. Users can customize the stock and cash fund to invest in, the moving average type and length, and the frequency at which the moving average condition is tested. The Channels Tool does the same thing as the Moving Average Tool but allows users to define an upper and lower moving average channel to prevent investing and de-investing too early.\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t \n\t\t\t\t\t\tThe Volatility Target Tool is provided to allow users a way to backtest a fund with the weighting of that fund adjusted to target a certain volatility amount instead of purely being 100% vested in that fund. For example you may decide you would like to be long a certain stock or bond fund, but would not like to be fully long that fund when the market volatility increases, this tool allows the position to be scaled down when volatility is above the threshold, thus targeting the volatility level you decide. Also you have the option to invest in a cash fund when the volatility tool de-invests in the main stock fund.\n\t\t\t\t\t<\/p>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\trotation\/momentum ranking investment tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tScreener (Ranking) Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tPortfolio Rotation Investment Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\t\u200b\u200bAdaptive Asset Allocation Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\t\u200bPortfolio Moving Average Timing Tool\u200b\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tPortfolio Absolute Momentum Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\t\u200b\u200bPortfolio Builder\/Rebalancing Tool \t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tPortfolio Channels Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tMoving Average Crossover Tool & Channels Tool\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t
\n\t\t\t\t\t\n\t\t\t\t\t\tVolatility Target and Volatility + Cash Tools\t\t\t\t\t<\/span>\n\t\t\t\t<\/h3>\n\t\t\t\t\t\t\t\t\t