{"url":"https://etfiq.com/models/strategies/sector-momentum/","section":"models","title":"Sector momentum rotation: Rules and Paper Record | ETFIQ","description":"Sector momentum rotation: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","as_of":"Nov 3, 2026","structured_data":[{"@type":"WebPage","@id":"https://etfiq.com/models/strategies/sector-momentum/#page","name":"Sector momentum rotation: Rules and Paper Record","url":"https://etfiq.com/models/strategies/sector-momentum/","description":"At the Nov 3, 2026 close Sector momentum rotation is risk on and holds XLK 34%, XLV 33%, XLE 33%. Hypothetical back-test since 1999: +7.3% a year against SPY\u2019s +8.2%, deepest fall \u221249.9%.","dateModified":"2026-11-03","isPartOf":{"@id":"https://etfiq.com/models/strategies/#page"},"publisher":{"@id":"https://etfiq.com/#org"}},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"ETF Models","item":"https://etfiq.com/models/"},{"@type":"ListItem","position":3,"name":"Strategy Lab","item":"https://etfiq.com/models/strategies/"},{"@type":"ListItem","position":4,"name":"Sector momentum rotation","item":"https://etfiq.com/models/strategies/sector-momentum/"}]},{"@type":"WebPage","name":"Sector momentum rotation: Rules and Paper Record","description":"Sector momentum rotation: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","url":"https://etfiq.com/models/strategies/sector-momentum/","dateModified":"2026-11-03","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":2121,"truncated":false,"content":"ETFIQ / ETF Models / Strategy Lab / Sector momentum rotation \n \n Data as of Nov 3, 2026. Rebuilt every trading night.\n Sector momentum rotation\n Each month hold the three of nine US sectors that gained most over six months.\n At the Nov 3, 2026 close Sector momentum rotation is risk on and holds XLK 34%, XLV 33%, XLE 33%. Hypothetical back-test since 1999: +7.3% a year against SPY\u2019s +8.2%, deepest fall \u221249.9%.\n Hypothetical. No money is invested.\n What it holds at the Nov 3, 2026 close Fund Name Weight \n XLK State Street Technology Select Sector SPDR ETF 33.8% \n XLV State Street Health Care Select Sector SPDR ETF 33.2% \n XLE State Street Energy Select Sector SPDR ETF 33.0% \n The rule\n Each month hold the three of nine US sectors that gained most over six months.\n A rule reads the close of the last trading day of the month and trades at the next close.\n The universe is 9 funds; the benchmark is SPDR S&P 500 ETF Trust (SPY).\n It is checked at each month end.\n Source: Jegadeesh, N. and Titman, S.; Moskowitz, T. J. and Grinblatt, M. (1993; 1999). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency; Do Industries Explain Momentum?. Journal of Finance 48(1), 65-91; Journal of Finance 54(4), 1249-1290.\n Computed by ETFIQ from Tiingo daily prices. Data sourced by Tiingo .\n Where to next\n Compare strategies Build your own How we test All strategies Investment committee \n Cite this page. ETFIQ, ETFIQ Strategy Lab, Sector momentum rotation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/sector-momentum/ Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, ETFIQ Strategy Lab, Sector momentum rotation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/sector-momentum/ APA ETFIQ. (Nov 3, 2026). ETFIQ Strategy Lab, Sector momentum rotation. Retrieved from https://etfiq.com/models/strategies/sector-momentum/ Markdown [ETFIQ Strategy Lab, Sector momentum rotation (ETFIQ, Nov 3, 2026)](https://etfiq.com/models/strategies/sector-momentum/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ Strategy Lab, Sector momentum rotation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/sector-momentum/"}