Sector Rotation Methodology

Reference

Methodology Formula Reference

This public reference summarizes the formulas behind the seven pillars. The protected dashboard applies these calculations to live market snapshots; this static page is only a research description.

01

Cross-sectional momentum

Uses 12-month momentum excluding the most recent month, then ranks each ticker against its own class.

02

Faber 10-month SMA

Uses a long monthly trend filter to separate instruments above and below their own long-term trend.

03

Weinstein Stage 2

Requires price above a rising 30-week moving average plus positive relative strength versus benchmark.

04

Antonacci dual momentum

Requires both peer-relative strength and absolute momentum versus a short-duration T-bill proxy.

05

Relative Rotation Graphs

Classifies rotation into leading, weakening, lagging, or improving quadrants using relative strength and momentum.

06

Business-cycle overlay

Applies a modest tilt based on risk regime and cycle phase without letting macro override price evidence.

07

Institutional flow

Combines CMF, OBV, primary-market flow, block-trade direction, trade velocity, and short-interest change.

Boundary

Research description only.

The formulas are educational and research material. They are not investment advice and do not guarantee future performance.