The library · Official strategy
Sector Rotation
PublicHolds the strongest US sector ETFs and drops the weakest, re-ranked every month by momentum.
SectorsRanking-BasedMax positions 5Rebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −24.7%
Final value
$40,900
from $10,000 invested
CAGR
+9.1%
vs +9.8% benchmark
Max drawdown
−24.7%
vs −34% benchmark
Sharpe ratio
0.61
volatility 15.2% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Sector RotationRebalance every 1 mo
Open in the appInstruments & Screening
Screeners re-pick the pool at every rebalance
Sectors
Avg % Chg 3-6-12Highest 5
Allocation
How capital is weighted within it
Ranking-Based · Average Momentum
Position exits
Auto-close rules on each position
Max positions5
Stop loss · Take profitNot set up
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.