switch_weights: Switch Between Weighting Schemes

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Switch Between Weighting Schemes

Description

Dynamically switches between two weighting schemes based on a signal. Enables tactical allocation changes.

Usage

switch_weights(weights_a, weights_b, use_b_condition, partial_blend = 1)

Arguments

weights_a	Primary weight matrix
weights_b	Alternative weight matrix
use_b_condition	Logical vector (TRUE = use weights_b)
partial_blend	Blend factor 0-1 (default: 1 = full switch)

Value

Combined weight matrix

Examples

data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
selected <- filter_top_n(momentum, n = 10)
weights_equal <- weight_equally(selected)
weights_signal <- weight_by_signal(selected, momentum)

# Create switching signal (example: use SPY momentum as regime indicator)
spy_momentum <- momentum$SPY
switch_signal <- as.numeric(spy_momentum > median(spy_momentum, na.rm = TRUE))
switch_signal[is.na(switch_signal)] <- 0

# Switch between strategies
final_weights <- switch_weights(weights_equal, weights_signal, switch_signal)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.