StockSharp.Strategies.0382_Month12Cycle.py 5.0.0

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dotnet add package StockSharp.Strategies.0382_Month12Cycle.py --version 5.0.0

NuGet\Install-Package StockSharp.Strategies.0382_Month12Cycle.py -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.0382_Month12Cycle.py" 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.0382_Month12Cycle.py" Version="5.0.0" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0382_Month12Cycle.py" />
                    

                            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.0382_Month12Cycle.py --version 5.0.0

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0382_Month12Cycle.py, 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.0382_Month12Cycle.py@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.0382_Month12Cycle.py&version=5.0.0
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0382_Month12Cycle.py&version=5.0.0
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Month12 Cycle Strategy (Python Version)

This Python strategy implements the 12-month cycle anomaly. Stocks are ranked by the return they earned one year ago over the corresponding calendar month. Each month the top decile is bought and the bottom decile is sold short, creating a market-neutral portfolio based on lagged annual performance.

The system uses daily data to approximate monthly closes and rebalances at the start of every month. Position sizes are scaled to keep dollar exposure balanced across long and short sides.

Details

Universe: user defined list of securities.
Signal: sort by percentage change from the same month one year earlier.
Portfolio: long top decile, short bottom decile with leverage per leg set by Leverage.
Rebalance: monthly.
Data: daily candles aggregated into month-end prices.

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	331	8/7/2025

fixes