Sector Rotation - Momentum with Trend

This strategy invests in the sectors that have the strongest short-term momentum. The selection universe consists of 10 sector ETFs. Each sector is ranked using multiple momentum metrics and the top 5 ETFS are added to the portfolio on each rebalancing date. In addition, a trend following system is used to eliminate ETFs that are in a downtrend and to raise cash when the majority of the sectors are in a downtrend simultaneously.

Since 2006, this portfolio has returned 7.4% per year, underperforming its benchmark by 0.7%

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Sector Rotation - Momentum with Trend
S&P 500

Annual Return: 7.4% S&P 500: 8.0%
Year To Date: -15.1% S&P 500: -4.9%
Beta: 0.55 Standard Deviation: 16.5%
Full Return History

Portfolio Holdings

Ticker Date Added Return
XLK 5/1/2020 10.20%

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