Sector Rotation

Relative Strength Sector Rotation (t.srrs) looks at 9 sector ETFs (XLY, XLP, XLE, XLF, XLV, XLI, XLB, XLK, XLU) and buys each asset whose 10-month total return is above its 10-month simple moving average total return. This portfolio recipe sells an asset when that asset's 10-month total return falls below its 10-month simple moving average total return. This Portfolio Recipe can also invest in short-term treasury bonds (SHY) according to the following rule: if only 3 assets are above their 10-month simple moving average (SMA), then invest 25% in SHY; if only 2 assets above SMA, then invest 50% in SHY; if only 1 asset is above its SMA then invest 75% in SHY; if none of the 9 ETFs are above their SMA, then invest 100% in SHY.