ETF Rotation · Financialxcel

Trend filter

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SPY vs its 10-month average

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Sector sleeve (10% each)

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Top 4 of 11 sectors by 6- and 12-month return

Trades vs last month

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Buys and sells in the sector sleeve

Alerts

Signals are decided at each month-end close. Early looks use the month so far. The same alerts go to your phone through ntfy.

Sector momentum

Average of 6- and 12-month total return at the month-end close. The top 4 go in the sleeve.

In the sleeveNot heldMonth so far

SPY vs its 10-month average

Month-end closes, last 24 months. The sleeve goes to T-bills when SPY closes a month below the dashed line.

Recommended allocation

60% core held at fixed targets, 40% sector sleeve from this month's signal. Weights in percent of the portfolio.

Fund	What it is	Part	Target %	Last month %	Action

Sector picks, last 12 months

Filled: held in the sleeve. Dashed: picked, but the trend filter had the sleeve in T-bills.

Core funds

Total return to the last month-end close. The core is not rotated; it is rebalanced back to target.

Fund	Target %	3-mo	6-mo	12-mo

How the rules work

At each month-end close, score the 11 S&P sector funds by the average of their 6- and 12-month total return.
If SPY closed at or above its 10-month average, put 10% of the portfolio in each of the top 4 sectors. If it closed below, hold that 40% in T-bills.
Keep the 60% core at its fixed targets and rebalance a fund only when it drifts more than 3 points.
Trade at the next session's open. Expect sector-like returns with smaller drawdowns, not a large edge: over 2000–2026 the sleeve with the filter returned 7.9% a year with a 17% worst drawdown, against 6.5% and 51% for equal-weight sectors (price-only backtest).

Prices: Financial Modeling Prep end-of-day, dividend-adjusted. History refreshed daily after the US close; live quotes every 30 minutes in market hours. This is a rules-based model, not financial advice.