Build a macro ETF rotation workflow in Coinrule to rebalance on schedule, manage drawdowns and execute rules across major brokers.
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Instead of reacting late to headlines, a Macro ETF system in Coinrule can translate indicators into scheduled, rule-based trades. Rotate defensive when SPY is below its 200-day MA and VIX is above 20, then switch back when both reverse. Run the same logic across Alpaca, Robinhood and Tradier with one view of allocations and risk.
Traders struggle with macro timing when rules stay vague. Coinrule forces precision: pick your universe, set thresholds and define what happens on conflicting signals. For example, treat risk-on as SPY above MA200 and TLT below MA50, then allocate 60% to equities and 40% to sector ETFs. When conditions break, the engine can shift to bonds, cash-like ETFs or hedges based on your plan.
On this platform, rebalancing becomes a repeatable workflow. Set a schedule like every Friday at 15:45 ET, or rebalance only when weights drift more than 3%. Add guardrails such as max 25% per ETF and a portfolio stop that pauses new buys after a 6% weekly drawdown. The result is a process you can audit, not ad hoc trades.
Macro Filters And Rotation
Templates let you combine simple macro proxies without overfitting. If SPY closes below MA200 for 3 days, reduce equity exposure by 20%. If VIX spikes above 25, tighten stops to 2%. If GLD beats SPY by 4% over 20 days, add a small gold sleeve, then review results in backtests before going live.
Broker-Connected Execution
Execution stays clean: Coinrule sends orders to your connected broker and logs every trigger, order and allocation change. Clone a rule, test it in demo, then promote it to live once behavior matches expectations.
Risk-On/Risk-Off Macro Switch
Rotates between equity and defensive ETFs using MA200 and volatility thresholds. Rebalances weekly when drift exceeds 3%. Pauses new buys after a defined drawdown.
Bond-Equity Rotation Filter
Shifts allocation when bonds outperform equities over a 20-day window. Buys the stronger sleeve and trims the weaker one. Adds a trailing stop to new positions.
SPY/VIX Risk Sentinel
Cuts exposure when VIX rises above 25 while SPY is below MA50. Re-enters when VIX falls under 18 and SPY recovers MA50. Uses 2-day confirmation to reduce whipsaws.
Minimum Variance Rebalance
Rebalances toward a lower-volatility mix when realized volatility rises. Trades weekly and only if weights drift more than 2%. Uses max position caps per ETF.
Volatility Regime Switcher
Detects ATR expansion to flag higher-volatility regimes and shifts to defense. Tightens stops to 1.5% in high vol. Loosens to 3% when volatility normalizes.
Risk-On/Risk-Off Macro Switch
Rotates between equity and defensive ETFs using MA200 and volatility thresholds. Rebalances weekly when drift exceeds 3%. Pauses new buys after a defined drawdown.
Bond-Equity Rotation Filter
Shifts allocation when bonds outperform equities over a 20-day window. Buys the stronger sleeve and trims the weaker one. Adds a trailing stop to new positions.
SPY/VIX Risk Sentinel
Cuts exposure when VIX rises above 25 while SPY is below MA50. Re-enters when VIX falls under 18 and SPY recovers MA50. Uses 2-day confirmation to reduce whipsaws.
Minimum Variance Rebalance
Rebalances toward a lower-volatility mix when realized volatility rises. Trades weekly and only if weights drift more than 2%. Uses max position caps per ETF.
Volatility Regime Switcher
Detects ATR expansion to flag higher-volatility regimes and shifts to defense. Tightens stops to 1.5% in high vol. Loosens to 3% when volatility normalizes.
Sector Momentum Switcher
Ranks sector ETFs by 3-month momentum and holds the top 2. Rebalances monthly and replaces any holding that drops out. Adds a 5% hard stop per position.
Sharpe Targeting Rebalance
Scales exposure down when returns weaken and volatility rises, then scales up after recovery signals persist for 5 days. Uses a target risk band to avoid overtrading. Rechecks weekly.
Portfolio Rebalance
Maintains target weights across a defined ETF basket. Rebalances on schedule or when drift exceeds 3%. Keeps a cash buffer to avoid overbuying during gaps.
Volatility Targeted Trend
Follows trend with a moving average cross while sizing positions by volatility. Cuts size when ATR rises above a threshold. Uses a trailing take profit to lock gains.
Low Vol Defensive Rotation
Moves into low-vol and bond ETFs when equity trend weakens. Returns to growth exposure after a confirmed recovery. Adds a cooldown period to prevent rapid flip-flops.
After you connect Alpaca, Trading212, WeBull or TradeStation, map each rule to the tickers you trade. Set order types, position sizing and a max number of open positions. Add a safety rule that closes all positions if the portfolio drops 10% from the monthly high. Then turn it on and review logs to see why each trade happened.
A Macro ETF system works best when it stays stable across market regimes. Separate signals from execution so you can adjust thresholds without rebuilding the workflow. Group rules like Core, Hedge and Opportunistic, then pause a group during holidays. Over time, you end up with a playbook you can iterate on calmly.
Risk controls include hard stops, trailing stops, time stops, allocation caps and cooldown timers. If an ETF gaps down 2.5% at the open, delay entries for 30 minutes. If a position is up 8%, trail by 3% to protect gains. You can also require two daily closes above MA50 before re-entering risk assets.
Portfolio views show current weights, recent trades and triggered conditions in one place. Alerts warn when a rule is close to firing so you can review exposure before orders hit. Export logs for deeper analysis.
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Rather than juggling charts, calendars and manual orders, you centralize decisions into a small set of rules. The platform handles monitoring, execution and notifications while you focus on improving the model. That separation makes systematic ETF trading easier to maintain.
Keep signals simple so you can stick with them. Use one or two trend measures, a volatility check and a rebalance cadence that matches your horizon. If results degrade, adjust slowly and document changes so you learn what helped.
When CPI or Fed days approach, reduce size automatically. Set a rule that cuts exposure by 15% the day before an event and restores it after two calm sessions. This keeps the process systematic when the news cycle is loud.
If you manage multiple portfolios, replicate the same rule set with different sizing. Keep a conservative version for long-term holdings and a more active version for tactical sleeves. Consistency improves when structure stays the same.
Automation cannot fix a flawed thesis, but it can enforce discipline. Decide your drawdown tolerance, rebalance frequency and allowed universe before optimizing anything. Once constraints are encoded, execution becomes less emotional.
Pick 3 to 6 ETFs, define a trend filter, then add a weekly rebalance with a 3% drift threshold. Add a portfolio stop and alerts, run it in demo, and only then go live. You will learn faster with a simple, observable system.
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