Research method
Rank rotation
Rank rotation is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph4
How the method is built, and where it has been read
Depends on
Often reviewed together
Seasonal trading5 readings
Often reviewed together
Value investing6 readings
Often reviewed together
Mechanical trading system7 readings
Often reviewed together
Momentum strategy8 readings
Read in the archive24 of 86 readings
1987A mechanical rank-rotation sleeve for monthly fund leaders1989Rank rotation opens the names; pairing keeps the hedge1989Rank rotation in a five-name no-load sleeve1990Cycle-tested five-year fund rank rotation1991Blue-chip rank rotation by relative-strength-index slope1991Ranked half-year rate changes as an equity signal filter1991Earnings-price reliability as a first gate for growth-sleeve construction1992Rank rotation and relative strength for portfolio construction1992Currency rank rotation and intermarket timing1992Three-gate stock selection with ranks and point and figure1994MACD crossovers then short-horizon rank rotation1994A comparable group-trend ledger from published ranks1995Intermediate-term allocation with drawdown filters1996A 1990s case on liquidity cycles, rank rotation, and cross-market sleeves1996Annual normalized-yield rank rotation for cyclical sleeves1996Value filter then rank-rotate as one procedure1997Normalized yield rank rotation as a full portfolio procedure1997Dow high-yield rank rotation as a testable portfolio procedure1997Constructing an investor preference index from two capitalization-weighted series1998Constructing anchored momentum from a centered average1998An offense-defense matrix for regime-aware stock selection1998Daily momentum rank-churn as a portfolio-construction problem1998Rank rotation, value screens, and ten-stock diversification1999Rank-based sector-fund rotation with cash
This registry entry describes a research method. It is not investment advice and does not make a performance claim.