Systematic Sector Rotation

Rank 11 GICS sectors by 3-month relative strength vs SPY, long top 3

Total Return

+26.1%

Sharpe Ratio

0.36

Max Drawdown

-17.6%

Win Rate

53.3%

Alpha

-57.4%

Comp. Score *

0.08

Risk Parameters

Max Allocation6.0%

Stop Loss17.6%

Take Profit5.0%

Max DD Tolerance17.6%

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
XLK	BUY	27%	20.1% below entry	5.7% above entry	5.3%	TV YH
TLT	BUY	12%	8.9% below entry	3.0% above entry	11.9%	TV YH
IEF	BUY	6%	8.8% below entry	3.0% above entry	12.1%	TV YH
XLV	BUY	16%	11.7% below entry	3.3% above entry	9.1%	TV YH