Home › Forums › Logical Invest Forum › Strategy: US Sector Rotation Strategy
- This topic has 6 replies, 5 voices, and was last updated 5 years, 3 months ago by Alex @ Logical Invest.
- 04/20/2017 at 1:47 pm #40559
soon to be released06/04/2017 at 7:08 pm #42374David MoraisParticipant
When?06/21/2017 at 6:51 am #42779
.. 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.07/05/2017 at 8:15 am #43254Ivan FisherParticipant
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 ?
Ivan07/19/2017 at 5:46 am #43914Frank GrossmannParticipant
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.12/20/2017 at 8:02 am #48338UkiwiSParticipant
Sorry for the silly newbie question but how does one view the current allocation for USSECT?12/20/2017 at 12:52 pm #48350
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/
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