Here you will find all our Quantified sector rotation strategies all in one place.
In May 2015, Micheal A. Gayed published a paper called Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management (free download at SSRN). We used that paper to make a profitable lumber/gold ratio trading strategy for…
Many traders look at the gold and S&P 500 ratio. The ratio can be used to create sector rotation strategies are popular. One of the reasons is the anticipation of better and more efficient capital allocation, and perhaps a second…
The dual momentum trading strategy by Gary Antonacci, what is that about? As the Oracle of Omaha, Warren Buffett, once said: “Trying to time the market is the number one mistake to avoid.” It is almost impossible to consistently time…
The SPY Small Caps Rotation System focuses on investing in small-cap stocks, typically valued between $250 million and $2 billion. This strategy aims to maximize growth by reallocating funds into these stocks during optimal market conditions. In this article, you…
Today we will look at a strategy published by Michael Gayed in his paper An Intermarket Approach to Beta Rotation: The Strategy, Signal and Power of Utilities. Gayed’s paper is among the most downloaded papers on the SSRN website. The…
Pair trading strategies with Exchange-Traded Funds (ETFs) are gaining traction among traders seeking to mitigate exposure to market fluctuations. While many traders primarily focus on individual stocks, ETFs offer a diversified approach to trading various segments of the stock market….
Stocks can be classified into many types: value vs. growth, profitability vs. investment, developed vs. developing countries, and, of course, large vs. small caps. Today, we present a large cap vs small cap rotation trading strategy. The large-cap vs. small-cap…
This article presents an ETF rotation strategy. Sector rotation is popular and this is not without merit. The idea is to be in the sector that shows the best recent momentum. Today we present an ETF momentum rotation trading strategy…
TLT vs SPY – Bond Rotation Strategy. Some days ago we published an ETF rotation strategy that rotates between SPY, TLT, and EEM based on monthly momentum. Today we look at a similar ETF sector momentum/rotation strategy but we exclude…
Most traders tend to focus on the daily and intraday charts. Only a few get to look at the weekly chart, let alone trade from them. But the weekly chart may provide more consistent setups that are easier to trade…
The potential of intermarket trading strategies is huge, and you get a glimpse of what you can do with our distilled Intermarket Trading Strategies guide. This resource is made for traders aimed at learning insights across equities, bonds, commodities, and…
The XLK/XLU ratio is the XLK ETF price divided by the XLU ETF price. It is often used to read market sentiment. A rising XLK/XLU is considered bullish, while a falling ratio is considered bearish. In this article, we backtest…
Stock and sector rotation is when you switch between different asset classes or stocks. In this article, we look at different types of stock and sector rotations and why they make sense. In the stock market, we have momentum and…
