Rotate capital systematically across Bourse de Casablanca sectors as relative performance shifts between cyclical and defensive industries.
Information:
Scenario Parameters & Objective
Macro / Market Overlay: Moderate volatility (1.2×) and +3.0% drift reward portfolios that balance high-volatility cyclicals with steady dividend-style sectors.
Objective: Maintain balanced exposure across at least four sectors while minimizing turnover fees.
Window Duration: 30 simulated trading days · Starting Endowment: 100,000 MAD
