sector_rotation

Stovall (1996) 'Sector Investing' / Conover et al (2008) JPM — sector cycle rotation via relative momentum

Rolling Sharpe

—

90-day rolling window

Drawdown

—

peak-to-trough

Win Rate

—

0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Stovall (1996) 'Sector Investing' / Conover et al (2008) JPM — sector cycle rotation via relative momentum

Supported Markets

Universal

State Transition History

No state changes recorded yet