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 9.0% per year, outperforming its benchmark by 0.3%

Get the Top Rated ETFs Using This Model

Get Started
Sector Rotation - Momentum with Trend
S&P 500

Annual Return: 9.0% S&P 500: 8.7%
Year To Date: 1.0% S&P 500: 0.5%
Beta: 0.48 Standard Deviation: 14.7%
Full Return History

Portfolio Holdings

Ticker Date Added Return
XLK 2/8/2019 39.89%

Want to see all the ETFs in this portfolio?

Start a Free Trial