Update: U.S. Sector Rotation Strategy August 2018
Rules-Based Strategy Update: U.S. Sector Rotation Strategy August 2018 U.S. Sector rotation strategies get a lot of airplay on the internet. The concept sounds valid and it is easy to implement. That is why I wanted to use Robotic Investing to test the strategy to see how it performs. As a reminder, the U.S. Sector…
U.S. Sector Rotation Summary
Rules-Based Strategy Summary: U.S. Sector Rotation The U.S. Sector Rotation strategy buys the top three performing U.S. sectors based on the prior 3-month performance. In other words, the investor simply calculates the sector ETF with the best 3-month returns (momentum), and then buys those three funds in equal weighting at the beginning of each month.…