Research method
Sector rotation
Sector 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 archive10 readings
2001Constructing relative-strength ratios for spreads and rotation2001Sector rotation, timing and leverage as a regime case study2004Read one stock idea as a late-cycle puzzle2004Always-on delayed-weak and live-strong sector sleeves2012Constructing a bull-bear sector rotation overlay2012Building a sector-rotation histogram from rate-of-change spreads2012A relative-performance heatmap for pairs trading and sector rotation2014Evaluating an annual contrarian sector rank-rotation2014A ranking workflow that treated sector rotation as an abstention procedure2015A nine-sector sleeve drill on the business-cycle map
This registry entry describes a research method. It is not investment advice and does not make a performance claim.