Asset Class Rotation

Momentum-based ETF rotation. Ranks Indian ETFs by price momentum, generates Zerodha basket orders, and emails them monthly — all automated via GitHub Actions.

How It Works

1. Downloads price data for configured ETFs via yfinance
2. Ranks them by momentum (return over a configurable lookback window)
3. Picks the top N performers
4. Computes BUY/SELL orders by diffing against your current holdings
5. Exports orders to Zerodha basket JSON and emails it

Getting Started

1. Fork this repo

Click Fork on GitHub to create your own copy.

2. Set secrets

In your fork, go to Settings > Secrets and variables > Actions and add:

Secret	Description
RESEND_API_KEY	API key for Resend email service
TO_EMAIL	Recipient email address

3. Configure your strategy

Edit config.toml in your fork:

[assets]
equity = ["NIFTYBEES.NS", "GOLDBEES.NS" ]

[meta]
N_TOP = 3
MOMENTUM = 100
SAFE_ASSET = "LIQUIDBEES.NS"
INIT_CASH = 10000

4. Submit your holdings

(If not starting out fresh)

In your fork, create a new issue using the Submit Holdings template. Enter your holdings as a CSV list:

# TICKER(in yfinance format), Qty, Avg_Price

GOLDBEES.NS, 10, 1000
LIQUIDBEES.NS, 5, 500

The parse-holdings workflow will automatically commit 0xdha-holdings.json to your repo.

5. Done

The Rebalance workflow runs automatically on the 1st of every month (4:00 PM IST). You can also trigger it manually from the Actions tab.

You will receive a JSON file over your email at configured TO_EMAIL.

Navigate to Kite > Orders > Baskets > Create new basket.

Click on the upload button to upload a new basket and upload the JSON file.

Verify the orders manually and click on execute.

Updating Holdings

Whenever you execute the orders on Zerodha, create a new issue using the Submit Holdings template with your updated portfolio. The holdings JSON will be updated automatically and used in the next monthly rebalance.