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Re: Mutual Fund Rotation



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Would it be advantageous to also include criteria that requires the fund
price to be rising as averaged over a certain timeframe?  If all the funds
are declining then the top 8 would still be poor candidates to dump money
into.

- Hacker

> How would one go about using Tradestation to develop a strategy
> to rotate between a hand full of mutual funds [and cash when
> appropriate].  For instance, using the "Pankin" method, one would
> rotate into the top ranked Fidelity Select Fund and would stay
> in the fund so long as the fund was in the top 8 of the Fidelity
> Selects (based on a 5 week return).  
> 
> Can Tradestation compare the performance of a fund to the performance
> of a number of other funds and then provide a ranking . . . 
> and can one develop a system to back test the performance.
> 
> Thanks in advance.
> 

---
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