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We primarily engage in momentum rotation trading. As a comparison, I also created a rotation strategy between the Nasdaq and ChiNext indices called Bai Yun Fei 36. The rule is quite simple: it compares the performance of the Nasdaq and ChiNext indices over the past 20 days, and we buy the one that has increased more. If both are declining, we hold a money market fund, Yinhua Daily Interest.
The strategy involves buying when the price breaks above the 20-day moving average and selling when it falls below the 20-day moving average.
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