Fidelity Sector Switching Program

16 mai

Approximate recreation of the "Fidelity Sector Fund Switching Program" based on Walter Deemer’s published methodology. Source: walterdeemer.com

This script analyzes Fidelity sector funds, calculates relative strength ratings, and ranks them by strength. It selects the top 3 funds for holding. Exit triggers:

1. Fund drops into the bottom half of all funds.
   
2. Fund falls below the S&P 500.
   
3. Fund falls below the money market rate (T-Bills).
   

strength_rating = (( (0.5 * 8) + (0.25 * 16) + (0.25 * 32) ) * 1000) - 1000

Notes:
Funds marked with " * * " are not official switching set but are included for long-term trend observation.
* 90d T-Bill rates [TMUBMUSD03M] are unavailable; TBIL ETF used as proxy.
* Script loads slowly due to required fund data volume.
• Minor output variations may occur if the Wednesday market is closed; script uses the next available close.

Intended Use & Disclaimer:
• Intended for educational and analytical use only. Not financial or investment advice.
• This 'program' may be at risk of Fidelity’s 90-day round-trip violation policy.

21 mai

Notes de version

Color fix

21 mai

Notes de version

r/c colors fixed. consistent color scheme.