Dynamic Sector Rotation

50 Pages Posted: 11 Oct 2023

See all articles by John Rothe

John Rothe

Riverbend Investment Management

Date Written: September 15, 2023


The investment world is characterized by its multifaceted and dynamic nature, which continually presents challenges and opportunities for academic exploration.

This whitepaper presents a rigorous examination of a novel investment approach based on momentum investing using a risk-managed methodology based on volatility.

The academic research of momentum, relative strength, and risk-managed volatility are analyzed and combined to create a dynamic sector rotation mode that is designed to outperform the S&P 500 momentum index while exposing the portfolio to lower drawdowns.

Keywords: sector rotation, momentum, relative strength, volatility, investment research, John Rothe, John Rothe CMT

Suggested Citation

Rothe, John, Dynamic Sector Rotation (September 15, 2023). Available at SSRN: https://ssrn.com/abstract=4573209 or http://dx.doi.org/10.2139/ssrn.4573209

John Rothe (Contact Author)

Riverbend Investment Management ( email )

179 Rehoboth Ave #1165
Rehoboth Beach, DE 19971
United States
302-219-3080 (Phone)

HOME PAGE: http://johnrothe.com

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