Strategy: US Sector Rotation Strategy

[Alex @ Logical Invest]

soon to be released

[David Morais]

When?

[Alex @ Logical Invest]

.. here it is: https://logical-invest.com/spdr-etf-sector-rotation-strategy-model/, and by end of June also in online and offline Portfolio Builder.

[Ivan Fisher]

HI gents,
not sure I fully understand the US sector rotation as I was looking through the historical signals and I saw this
11/30/2016 12/30/2016 XLI 30 0.31 0.47
11/30/2016 12/30/2016 XLF 40 3.76 0.47
11/30/2016 12/30/2016 XLF -30 3.76 0.47

is XLF a typo ? Seems to have both a long and short position open concurrently ?

regards
Ivan

[Frank Grossmann]

No, This can really happen due to the fact that we use 5 uncorrelated strategies. But in such a case we would probably just go long the difference and go to cash with 30% or we would go long the second best sector.

[UkiwiS]

Sorry for the silly newbie question but how does one view the current allocation for USSECT?

[Alex @ Logical Invest]

If you’re not yet subscribed you can see the past allocations here: https://logical-invest.com/portfolio-items/us-sector-rotation-strategy/

Once subscribed you get them by email and can also see them here: https://logical-invest.com/blog/strategy-signals-simple/

[Author]

Posts