RsrsRotation

---

class backtide.strategies.RsrsRotation(period=18, top_k=5, rebalance_interval=20)

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

Periodically ranks all assets by their RSRS indicator value and rotates into those with the strongest support signals. Assets whose support floor is rising fastest relative to resistance are considered to have the best risk/reward profile. Useful for support-based portfolio rotation across a universe of stocks.

Parameters	period : int, default=18 RSRS look-back window 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

RocRotation

Multi-asset portfolio rotation ranked by Rate of Change.

Rsrs

Resistance Support Relative Strength trend-detection strategy.

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.