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Rotator

by Ordertune · part of Advanced

  • Swing momentum, long only
  • Risk medium

The Rotator is a medium-term swing momentum model that keeps rotating capital into the current market leaders. It assumes leadership persists for a while but eventually shifts, so it holds today's strongest names and exits as their momentum fades. Positions typically turn over about monthly as new leaders emerge.

Universe
Nasdaq100
Holding period
about 26 trading days on average
Order types
limit

€269

Advanced bundle · 10 strategies · per month, net

Subscribe to Advanced

Orders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.

5 Oct 2026 to 3 Nov 2026 · 22 trading days

Strategy level

What to expect from the strategy as a whole, measured on the daily return series.

Return
−14.0%
compounded over the range
Volatility
–
needs 30 days
Max drawdown
−14.0%
peak to trough
Sharpe ratio
–
needs 30 days
Sortino ratio
–
needs 30 days
MAR ratio
–
return ÷ max drawdown

Equity curve

Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.

BacktestLive since 6 Jan 2000

Drawdown

How far the value stood below its previous high on each day. Deep or long dips are what an investor has to sit through.

Monthly returns

Compounded from daily returns, net of costs. Year compounds the months shown; an empty cell lies outside the range. *Partial month.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026no datano datano datano datano datano datano datano datano data−14.0%*0.0%*no data−14.0%*

Trade level

Closed trades with an exit inside the range.

Win rate
14.3%
1 of 7 closed trades
Avg win
+2.6%
per winning trade
Avg loss
−12.6%
per losing trade
Profit factor
0.03
gross wins ÷ gross losses
Avg holding
21d
entry to exit, calendar days
Trades
7
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
FTNT8 Oct 202630 Oct 202622d−28.04%
MRNA15 Oct 202629 Oct 202614d−5.81%
SNDK3 Sep 202616 Oct 202643d−16.44%
AMD8 Oct 202615 Oct 20267d−9.42%
LITE3 Sep 202615 Oct 202642d+2.62%
CRWD1 Oct 20268 Oct 20267d−1.16%
STX24 Sep 20268 Oct 202614d−14.47%
AMD10 Sep 20261 Oct 202621d+22.27%
CRWD17 Sep 202624 Sep 20267d+5.69%
STX27 Aug 202617 Sep 202621d−5.20%
WDC27 Aug 202610 Sep 202614d−0.20%
AMD20 Aug 20263 Sep 202614d−2.83%
MRVL20 Aug 20263 Sep 202614d−16.80%
INTC13 Aug 202627 Aug 202614d−11.93%
PANW2 Jul 202627 Aug 202656d+10.00%
AMAT6 Aug 202620 Aug 202614d−5.83%
CRWD6 Aug 202620 Aug 202614d−8.22%
DDOG30 Jul 202613 Aug 202614d−6.08%
FTNT2 Jul 202613 Aug 202642d+5.88%
CSCO30 Jul 20266 Aug 20267d+6.45%
ROST30 Jul 20266 Aug 20267d+0.69%

Daily return series 13 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 6 Jan 2000 is a backtest: simulated results are a hypothesis, not a promise. Past performance does not predict future returns. Your own results depend on your position sizes, fills and costs.