Sector Monthly Rotation

Top 3 of 11 sector ETFs by 3-month momentum. 13.94% CAGR

Total Return

+47.6%

Sharpe Ratio

0.78

Max Drawdown

-13.0%

Win Rate

52.1%

Alpha

-52.5%

Comp. Score *

0.10

Risk Parameters

Max Allocation9.1%

Stop Loss13.0%

Take Profit7.0%

Max DD Tolerance13.0%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
XLV	BUY	16%	8.7% below entry	4.6% above entry	13.7%	TV YH
XLE	BUY	23%	12.5% below entry	6.7% above entry	9.5%	TV YH
XLP	BUY	14%	7.4% below entry	4.0% above entry	16.1%	TV YH