Just compare each sector at the end of each quarter and rotate out weakening sectors and rotate in stronger sectors. Holding the top two or three through each quarter has beaten approx. 70% of the time (if memory serves me right). I can't currently site the numbers but many books have been written that demonstrate positive back-testing. This article explains how to do it using relative strength papers.ssrn.com/sol3/papers.cfm?abstract_id=1585517
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The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.