RocRotation

---

class backtide.strategies.RocRotation(period=12, top_k=5, rebalance_interval=20)

Multi-asset portfolio rotation ranked by Rate of Change.

Periodically ranks all assets by their Rate of Change (momentum) over a given window and rotates the portfolio into the top K performers. A classic relative-momentum rotation approach used to capture the strongest trends across a basket of instruments.

Parameters	period : int, default=12 ROC look-back period for ranking. top_k : int, default=5 Number of top-ranked assets to hold. rebalance_interval : int, default=20 Number of bars between rebalancing.
Attributes	name : str Human-readable strategy name. is_multi_asset : bool Whether this is a multi-asset strategy.

See Also

Roc

Rate of Change momentum strategy.

RsrsRotation

Multi-asset portfolio rotation ranked by Resistance Support Relative Strength.

TripleRsiRotation

Multi-timeframe Relative Strength Index portfolio rotation strategy.

Methods

description	Short explanation of what the strategy does.
required_indicators	Indicators that must be computed up-front for this

method backtide.strategiesdescription()

Short explanation of what the strategy does.

Returns

str The description.

method backtide.strategiesrequired_indicators()

Indicators that must be computed up-front for this

strategy.

Returns a list of indicator instances, already parameterised with this strategy's current settings, that the engine will auto-include before the simulation starts.

Returns

list The required indicator instances.