Industry rotation · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph1

How the method is built, and where it has been read

Depends on

Often reviewed together

Market regime classification5 readings

Read in the archive24 of 30 readings

1985Industry leadership carryover as a bull-regime testSeasonality and regimes 1988Constructing industry-group breadth and rotation measuresMarket breadth 1992Trendline holds, trailing stops, and industry rotationTrend and channels 1994Inflation-deflation regimes inside the stock cycleSeasonality and regimes 1996Sector rotation across economic cycle phasesSeasonality and regimes 2001Rebased relative performance charts for sector rotationIntermarket and spreads 2001Place a small-cap growth idea inside a regime mapSeasonality and regimes 2004Rebuild every industry as a share of one rank scoreboardPortfolio construction 2004Rate-hike regimes and sector rotation as a case studySeasonality and regimes 2005A two-name style-index sleeve makes rank rotation one procedurePortfolio construction 2006Consumer staples after a smokestack cycleSeasonality and regimes 2007An intra-sector regime split between builders and equity REITsSeasonality and regimes 2008Country and sector weights in an Africa regional-sleevePortfolio construction 2011Trend permission, priced entries, and sector rotationTrend and mean reversion 2012Construct a regime-aware context from sector rotationSeasonality and regimes 2012Constructing a bull-bear sector rotation overlayIntermarket and spreads 2012A weekly stock list scored for rank rotation and industry rotationPortfolio construction 2012Pixel-grid pullback and sector color alignmentChart patterns 2012Regime overlays versus rank rotationSeasonality and regimes 2014Rank-based sector rotation as a portfolio testPortfolio construction 2014Equal-weight sector ranks as a rotation procedurePortfolio construction 2017Real estate as a ranked industry sleevePortfolio construction 2017Theme sleeves: liquidity and commission filters before industry rotationPortfolio construction 2018Rotating international sleeves on relative-strength cyclesPortfolio construction

This registry entry describes a research method. It is not investment advice and does not make a performance claim.