StockSharp.Strategies.0383_Mutual_Fund_Momentum 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0383_Mutual_Fund_Momentum --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0383_Mutual_Fund_Momentum -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0383_Mutual_Fund_Momentum" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0383_Mutual_Fund_Momentum" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0383_Mutual_Fund_Momentum" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0383_Mutual_Fund_Momentum --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0383_Mutual_Fund_Momentum, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0383_Mutual_Fund_Momentum@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0383_Mutual_Fund_Momentum&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0383_Mutual_Fund_Momentum&version=5.0.0
                    


                            Install as a Cake Tool

Mutual Fund Momentum Strategy (C# Version)

This strategy rotates quarterly among a set of mutual funds. At the end of each quarter the funds are ranked by their trailing six-month performance. Capital is allocated to the top fund for the next quarter, allowing long-term investors to follow persistent momentum in actively managed products.

Only one fund is held at a time. Daily price data is used, and rebalancing occurs during the first three trading days of January, April, July, and October.

Details

  • Universe: list of mutual funds.
  • Signal: 126-day (six-month) total return ranking.
  • Rebalance: quarterly on the first trading days of the new quarter.
  • Positioning: fully long the highest-ranked fund.
  • Risk control: skip trade when order value below MinTradeUsd.
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.0 259 8/7/2025

fixes