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WINNING

Sector Rotation

Rotate into strongest sector ETFs, fade weakest

3Y
Total Return
+15.1%
3Y
Sharpe Ratio
0.13
3Y
Max Drawdown
-15.7%
3Y
Win Rate
51.9%
3Y
Alpha
-61.5%
3Y
Comp. Score *
0.10
Risk Parameters
Max Allocation4.3%
Stop Loss15.7%
Take Profit5.0%
Max DD Tolerance15.7%
Rebalanceweekly
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
XLC BUY 17% 11.2% below entry 3.6% above entry 6.0% TVYH
XLI BUY 18% 11.8% below entry 3.8% above entry 5.7% TVYH
XLF BUY 17% 11.3% below entry 3.6% above entry 5.9% TVYH
XLV BUY 16% 10.4% below entry 3.3% above entry 6.4% TVYH