Research method
Momentum rotation
Momentum rotation is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- 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 archive
Where the method has been read
Read in the archive7 readings
1998Evaluating a binary relative-strength allocation1999Rank-based sector-fund rotation with cash2017Classroom rotation across a short factor-ETF menu2017Evaluating momentum ETF rotation engines2018Rotating international sleeves on relative-strength cycles2019Rank-based sector rotation failed a late-2018 defensive-shift test2020A five-phase compass for sector rotation and book context
This registry entry describes a research method. It is not investment advice and does not make a performance claim.