I am trying to figure out how in a rotational system I could use different position weightings for a group of etfs. For example what I would like to do is buy all 9 S&P sector etf's but weight the top 4 or 5 with a heavier weight based on a signal of some kind. Has someone seen a similar example in the archives as I have not been able to find one without using the Custom Backtester. I may have to go that route but I was hoping for me an easier way.
Thanks DM
