Value vs. Growth Rotation Strategy – IWD & IWF (#77)

Description

A long-only rotation strategy that shifts weekly between value (IWD) and growth (IWF) ETFs – based on end-of-week signals. Built for trend participation, though rotation strategies may degrade over time.

✔️ 288 trades
✔️ 0.9% average gain per trade
✔️ 62% win rate
✔️ Profit factor: 2.4
✔️ 10.3% annual return (CAGR)
✔️ 69% market exposure
✔️ Risk-adjusted return: 10.3%
✔️ Max drawdown: -34%

You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it