Overview
This Online Course walks you step-by-step through building a long term sector fund rotation model using Microsoft Excel. Microsoft's Visual Basic (VBA) language is used in conjunction with Excel's user interface, formulas, and calculation capabilities to deliver a powerful and flexible trading tool.
The model is based on the classic market economist's Sector Rotation Model, providing several crucial improvements that eliminate the guesswork in timing fund switches. Over long periods, the strategy can outperform diversified buy and hold mutual fund investing by a significant margin by focusing capital in the economic sectors most likely to outperform the overall market at any given time.
The automated model incorporates three proven technical indicators--long term relative strength, moving average crossovers, and moving average slope, to identify the sector funds most likely to provide long term profits. The system can be used with any mutual fund, index fund, SPDR, ETF, future, or other index security to allocate capital to the most profitable sectors of the market. Simply run the system on a weekly basis and make your investment decisions.
The model uses weekly .CSV price data files available for free over the Internet from Yahoo!Finance or other data provider. Alternately, you can use an automated DDE data link from your own data provider if desired.
Also included is a pre-built Excel backtest model that allows you to test up to 10 different funds versus buy and hold over a 10 year period.
What You Get With Each Course: A Tremendous 3-in-1 Value!
A complete Online Course PLUS VBA Code and FAQs sections
Detailed instructions on importing price data into Excel using eSignal QLink and Yahoo!Finance
A complete pre-built Backtesting Model in MS Excel with graphs and trade statistics for your historical analysis
60 days of online access to access the course materials and learn how to build and use your new Trading Model
Features & Benefits
Instantaneous access to the course materials with your own login and password provided at time of purchase (if purchasing through CCBill, otherwise course password is emailed to you)
Learn to integrate Excel, VBA, formulas, and data sources into a profitable trading tool
Acquire unique knowledge applicable to any Excel modeling or analysis project
Save money by eliminating recurring software costs
Calculate trading signals on a large number of stocks, funds, or spreads within seconds (limited only by Excel's data capacity)
Technical Requirements
Microsoft Excel
5 megabytes disk space (for data storage)
Weekly close fund price data (available free from Yahoo!Finance)
Internet access (high speed DSL or cable modem suggested, but not necessary)
OPTIONAL: DDE data import link for Excel through your data provider (advised for more than 5-10 securities, otherwise free price data from Yahoo!Finance or other source works fine)
Table of Contents
Introduction
Basic Technical Requirements
Using the Model
Economic Cycles and Sector Fund Investing
Sector Rotation Timing Diagram
How to Profit from Sector Fund Rotation Investing
- Period 1: Market Bottom
- Period 2: Market Recovery / New Bull Market
- Period 3: Market Top
- Period 4: Bear Market / Recession
Why the Classic Sector Rotation Model is Insufficient
How the Excel Sector Fund System is Superior: 4 Technical Tools
- Tool 1: 48-Week Relative Strength %
- Tool 2: Moving Average Crossovers
- Tool 3: Moving Average % Change
- Tool 4: Top 3 Funds
Building the Model
- Directory and File Structure
- Spreadsheet Structure
- Calculations/ Sheet
- Visual Basic Macro Code
- Signals/ Sheet
- Data/ Sheet
Obtaining Historical Weekly Fund Price Data
Running the Model on a Weekly Basis
- When to Run the Model
- Combining the Signals with Other Market Information
- Money and Risk Management
Common Macro Errors
FAQs
Backtesting the model
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