Strategy: US Sector Rotation Strategy

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Strategy: US Sector Rotation Strategy 2017-04-20T13:47:57+00:00
  • Author
    Posts
  • Alexander Horn
    Keymaster
    Post count: 339
    #40559 |

    soon to be released

  • David Morais
    Participant
    Post count: 1

    When?

  • Alexander Horn
    Keymaster
    Post count: 339

    .. 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
    Participant
    Post count: 39

    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
      Moderator
      Post count: 142

      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.

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