Dynamic Sector Rotation
50 Pages Posted: 11 Oct 2023
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
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