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WINNING

Faber Sector Rotation

Proven 12-month sector momentum: top 3 + absolute momentum filter

3Y
Total Return
+35.3%
3Y
Sharpe Ratio
0.52
3Y
Max Drawdown
-17.1%
3Y
Win Rate
53.8%
3Y
Alpha
-55.7%
3Y
Comp. Score *
0.12
Risk Parameters
Max Allocation7.1%
Stop Loss17.1%
Take Profit5.3%
Max DD Tolerance17.1%
Rebalancemonthly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
XLK BUY 27% 19.6% below entry 6.1% above entry 6.2% TVYH
XLV BUY 16% 11.4% below entry 3.5% above entry 10.7% TVYH
XLC BUY 17% 12.2% below entry 3.8% above entry 9.9% TVYH