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IF-IC Large/Small Cap Rotation
Overview
- Product ID
- PROD-IF-IC
- Market
- China
- Status
- active
- Description
- Rotates between CSI 300 (IF) and CSI 500 (IC) index futures based on large/small cap momentum spread.
Performance
| Metric | Value |
|---|
| Current NAV | 5.1777 (2026-03-30) |
| Total Return (6Y) | 446.2% |
| Max Drawdown | 22.0% |
| Recent 1D Return | 0.23% |
| Recent 30D Return | -0.65% |
| Trade Count | 239 |
NAV History (Last 30 Days)
| Date | NAV |
|---|
| 2026-03-30 | 5.1777 |
| 2026-03-27 | 5.1657 |
| 2026-03-26 | 5.1027 |
| 2026-03-25 | 5.1278 |
| 2026-03-24 | 5.0952 |
| 2026-03-23 | 5.0319 |
| 2026-03-20 | 5.0993 |
| 2026-03-19 | 5.1801 |
| 2026-03-18 | 5.2519 |
| 2026-03-17 | 5.2154 |
| 2026-03-16 | 5.3047 |
| 2026-03-13 | 5.2795 |
| 2026-03-12 | 5.3677 |
| 2026-03-11 | 5.4444 |
| 2026-03-10 | 5.4881 |
| 2026-03-09 | 5.4039 |
| 2026-03-06 | 5.3935 |
| 2026-03-05 | 5.3988 |
| 2026-03-04 | 5.3840 |
| 2026-03-03 | 5.4152 |
| 2026-03-02 | 5.2219 |
| 2026-02-27 | 5.2116 |
| 2026-02-26 | 5.2869 |
| 2026-02-25 | 5.3134 |
| 2026-02-24 | 5.3743 |
| 2026-02-13 | 5.3830 |
| 2026-02-12 | 5.3549 |
| 2026-02-11 | 5.4329 |
| 2026-02-10 | 5.4753 |
| 2026-02-09 | 5.4575 |
Get Trading Signals
Step 1: Register for free trial
curl -X POST https://www.quanttogo.com/registerTrial \
-H "Content-Type: application/json" \
-d '{"email": "your@email.com"}'
Step 2: Get signals for this strategy
curl -X POST https://www.quanttogo.com/getSignalsAPI \
-H "Content-Type: application/json" \
-d '{"apiKey": "qtg_xxx", "productId": "PROD-IF-IC"}'
Full API: api.html|Spec: api.json