Quantitative Models
Quantitative Models
Sectors Monthly Rotation Model
Model Picks – LIVE – Strategy 1
| Date | Monthly Pick |
|---|---|
| 2025-10-01 | XLC |
| 2025-09-01 | XLC |
| 2025-08-01 | XLC |
| 2025-07-01 | XLC |
| 2025-06-01 | XLY |
| 2025-05-01 | XLY |
| 2025-04-01 | XLY |
| 2025-03-01 | XLY |
| 2025-02-01 | XLY |
| 2025-01-01 | XLY |
Model Picks – LIVE – Strategy 2
| Date | Monthly Pick 1 | Monthly Pick 2 | SPY 200 MA Filter |
|---|---|---|---|
| 2025-10-01 | XLC | XLY | Trade Allowed |
| 2025-09-01 | XLC | XLY | Trade Allowed |
| 2025-08-01 | XLC | XLY | Trade Allowed |
| 2025-07-01 | XLY | XLC | Trade Allowed |
| 2025-06-01 | XLY | XLC | Trade Allowed |
| 2025-05-01 | XLY | XLF | Trade Not Allowed |
| 2025-04-01 | XLY | XLF | Trade Not Allowed |
| 2025-03-01 | XLY | XLC | Trade Allowed |
| 2025-02-01 | XLY | XLC | Trade Allowed |
| 2025-01-01 | XLY | XLU | Trade Allowed |
| 2024-12-01 | XLU | XLF | Trade Allowed |
| 2024-11-01 | XLY | XLC | Trade Allowed |
| 2024-10-01 | XLY | XLU | Trade Allowed |
| 2024-08-01 | XLY | XLF | Trade Allowed |
| 2024-07-01 | XLY | XLK | Trade Allowed |
SECTORS MONTHLY ROTATION – MODEL OVERVIEW
ETF Selection:
- Strategy 1: Recommends one ETF per month based on our proprietery algorithm.
- Strategy 2: Recommends two ETFs per month, incorporating an additional market condition filter for risk reduction.
Monthly Rebalancing:
- ETF selections are reviewed at the end of each month.
- Rebalancing occurs only if the new recommendations differ from the previous month’s selections, minimizing unnecessary trading and fees.
SPY 200-Day Moving Average Filter (Strategy 2):
- An additional filter uses the 200-day moving average (MA) of the SPY to reduce exposure during potential market downturns.
- When SPY is below its 200-day MA:
- New trades are avoided.
- Existing positions are closed to preserve capital.
- When SPY is above its 200-day MA:
- Strategy resumes ETF selection and trading.