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WINNING

Sector Rotation

Rotate into strongest sector ETFs, fade weakest

Sector Rotation 3Y

3Y
Total Return
+22.0%
3Y
Sharpe Ratio
0.29
3Y
Max Drawdown
-15.3%
3Y
Win Rate
50.0%
3Y
Alpha
-1.8%
3Y
Comp. Score *
0.10
Risk Parameters
Max Allocation5.2%
Stop Loss18.3%
Take Profit5.0%
Max DD Tolerance15.3%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry Rule0.5% below current price for buys
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
XLK FLAT 26% 20.2% below entry 5.5% above entry 4.7% TVYH
XLF FLAT 18% 13.8% below entry 3.8% above entry 6.9% TVYH
XLE FLAT 23% 17.4% below entry 4.8% above entry 5.5% TVYH
XLV FLAT 15% 11.8% below entry 3.2% above entry 8.1% TVYH
XLI FLAT 18% 13.6% below entry 3.7% above entry 7.0% TVYH
XLP FLAT 13% 9.9% below entry 3.0% above entry 9.6% TVYH
XLU FLAT 16% 12.1% below entry 3.3% above entry 7.9% TVYH
XLRE FLAT 16% 12.3% below entry 3.4% above entry 7.7% TVYH
XLC FLAT 17% 13.0% below entry 3.6% above entry 7.3% TVYH
XLB FLAT 18% 14.1% below entry 3.8% above entry 6.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires more active monitoring than a pure passive approach. Entry: Wait for a pullback before entering. Buy in 3 tranches over 2-4 weeks to average your entry price. Rebalance: Check monthly. This strategy is more volatile and needs closer attention. Exit rules: - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -20% drawdown to return 53% over the long term. Stopping out would have locked in losses. - Exit rule: Exit individual ETFs only if they close or change methodology. The rotation framework, not individual ETFs, is the strategy.

Avg 5Y Return
37.2%
Avg 5Y Sharpe
0.19
Avg 5Y Max DD
-16.3%
10Y Return (2015-2024)
53.4%
10Y Sharpe
0.09
10Y Max DD
-19.6%
HODL Composite
0.28
Windows Tested
28
Consistency
67%