pip install pandas numpy yfinance
import pandas as pd
import yfinance as yf

# List of sector ETFs (some ETFs were introduced later)
etfs = ["XLK", "XLV", "XLF", "XLY", "XLP", "XLE", "XLI", "XLU", "XLB", "XLRE"]

# Download historical data for the ETFs from 1992-01-01 to 2021-12-31
start_date = "1992-01-01"
end_date = "2021-12-31"
data = yf.download(etfs, start=start_date, end=end_date)

# Adjusted Close prices for total return calculations (including dividends)
adj_close = data["Adj Close"]

# Initialize investment
initial_investment = 1000
investment = {etf: initial_investment for etf in etfs}
portfolio_value = [sum(investment.values())]

# Perform annual rebalancing
for year in range(1992, 2021):
yearly_returns = adj_close[str(year):str(year+1)].pct_change().sum()
best_performer = yearly_returns.idxmax()
worst_performer = yearly_returns.idxmin()

# Sell best performer and buy worst performer
cash = investment[best_performer] * (1 + yearly_returns[best_performer])
investment[best_performer] = 0
investment[worst_performer] += cash

# Record portfolio value at the end of the year
portfolio_value.append(sum(investment[etf] * (1 + yearly_returns[etf]) for etf in etfs))

# Calculate final portfolio value
final_value = portfolio_value[-1]

# Output the results
print(f"Final portfolio value after 30 years: ${final_value:.2f}")