BACKTEST · ROTATION
Sector relative-strength rotation
Nine sectors: each month hold the 3 whose ratio to SPY rose most over 3 months.
From 2015-01-02 to 2024-12-31, this rule made 132 trades and returned +88.7%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 31.3%.
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SCORE
Portfolio equity vs benchmark
The rule
Nine sectors: each month hold the 3 whose ratio to SPY rose most over 3 months. Orders fill at the next close.
ENTER WHEN
First session of the month: hold the 3 sectors gaining most against SPY
EXIT WHEN
Next monthly rebalance
FIRST TRADE, FROM THE REPORT
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Did it beat SPY?
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How it did over time
Strategy in orange-red. SPY buy and hold in light.
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The same result in an AI chat
This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.
Strategy equity in orange-red, SPY in light. Historical test only.
Every trade
132 trades and 477 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2015-05-01 | 2015-05-04 | XLE | Buy | $82.66 | allocation |
| 2015-05-01 | 2015-05-04 | XLK | Buy | $43.14 | allocation |
| 2015-05-01 | 2015-05-04 | XLY | Buy | $76.51 | allocation |
| 2015-06-01 | 2015-06-02 | XLE | Sell | $78.73 | allocation |
| 2015-06-01 | 2015-06-02 | XLK | Sell | $43.40 | allocation |
| 2015-06-01 | 2015-06-02 | XLY | Sell | $76.69 | allocation |
| 2015-06-01 | 2015-06-02 | XLF | Buy | $24.66 | allocation |
| 2015-06-01 | 2015-06-02 | XLU | Buy | $43.97 | allocation |
| 2015-06-01 | 2015-06-02 | XLV | Buy | $74.75 | allocation |
| 2015-07-01 | 2015-07-02 | XLF | Sell | $24.64 | allocation |
| 2015-07-01 | 2015-07-02 | XLU | Sell | $42.23 | allocation |
| 2015-07-01 | 2015-07-02 | XLV | Sell | $74.84 | allocation |
| 2015-07-01 | 2015-07-02 | XLY | Buy | $77.20 | allocation |
| 2015-08-03 | 2015-08-04 | XLF | Sell | $25.14 | allocation |
| 2015-08-03 | 2015-08-04 | XLY | Sell | $80.29 | allocation |
| 2015-08-03 | 2015-08-04 | XLP | Buy | $50.38 | allocation |
| 2015-08-03 | 2015-08-04 | XLV | Buy | $76.49 | allocation |
| 2015-09-01 | 2015-09-02 | XLP | Sell | $46.97 | allocation |
| 2015-09-01 | 2015-09-02 | XLV | Sell | $70.05 | allocation |
| 2015-09-01 | 2015-09-02 | XLY | Sell | $74.62 | allocation |
| 2015-09-01 | 2015-09-02 | XLU | Buy | $41.34 | allocation |
| 2015-10-01 | 2015-10-02 | XLU | Sell | $43.35 | allocation |
| 2015-10-01 | 2015-10-02 | XLP | Buy | $47.84 | allocation |
| 2015-10-01 | 2015-10-02 | XLY | Buy | $75.88 | allocation |
| 2015-11-02 | 2015-11-03 | XLP | Sell | $49.94 | allocation |
| 2015-11-02 | 2015-11-03 | XLU | Sell | $43.93 | allocation |
| 2015-11-02 | 2015-11-03 | XLY | Sell | $81.65 | allocation |
| 2015-11-02 | 2015-11-03 | XLE | Buy | $71.40 | allocation |
| 2015-11-02 | 2015-11-03 | XLI | Buy | $54.94 | allocation |
| 2015-11-02 | 2015-11-03 | XLK | Buy | $44.27 | allocation |
| 2015-12-01 | 2015-12-02 | XLE | Sell | $66.44 | allocation |
| 2015-12-01 | 2015-12-02 | XLI | Sell | $54.44 | allocation |
| 2015-12-01 | 2015-12-02 | XLK | Sell | $44.07 | allocation |
| 2015-12-01 | 2015-12-02 | XLY | Buy | $80.90 | allocation |
| 2016-01-04 | 2016-01-05 | XLI | Sell | $52.44 | allocation |
| 2016-01-04 | 2016-01-05 | XLK | Sell | $42.16 | allocation |
| 2016-01-04 | 2016-01-05 | XLY | Sell | $76.72 | allocation |
| 2016-01-04 | 2016-01-05 | XLP | Buy | $50.17 | allocation |
| 2016-02-01 | 2016-02-02 | XLI | Sell | $48.87 | allocation |
| 2016-02-01 | 2016-02-02 | XLP | Sell | $50.28 | allocation |
Show all 477 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-02-01 | 2016-02-02 | XLK | Buy | $40.65 | allocation |
| 2016-02-01 | 2016-02-02 | XLU | Buy | $46.05 | allocation |
| 2016-03-01 | 2016-03-02 | XLK | Sell | $42.31 | allocation |
| 2016-03-01 | 2016-03-02 | XLP | Sell | $51.56 | allocation |
| 2016-03-01 | 2016-03-02 | XLI | Buy | $53.18 | allocation |
| 2016-03-01 | 2016-03-02 | XLU | Buy | $46.31 | allocation |
| 2016-04-01 | 2016-04-04 | XLU | Sell | $49.60 | allocation |
| 2016-04-01 | 2016-04-04 | XLI | Buy | $55.10 | allocation |
| 2016-04-01 | 2016-04-04 | XLP | Buy | $53.64 | allocation |
| 2016-05-02 | 2016-05-03 | XLI | Sell | $55.99 | allocation |
| 2016-05-02 | 2016-05-03 | XLP | Sell | $52.80 | allocation |
| 2016-05-02 | 2016-05-03 | XLU | Sell | $48.77 | allocation |
| 2016-05-02 | 2016-05-03 | XLB | Buy | $46.49 | allocation |
| 2016-05-02 | 2016-05-03 | XLE | Buy | $65.84 | allocation |
| 2016-06-01 | 2016-06-02 | XLB | Sell | $47.26 | allocation |
| 2016-06-01 | 2016-06-02 | XLE | Sell | $66.80 | allocation |
| 2016-06-01 | 2016-06-02 | XLI | Sell | $56.04 | allocation |
| 2016-06-01 | 2016-06-02 | XLF | Buy | $23.85 | allocation |
| 2016-07-01 | 2016-07-05 | XLB | Sell | $45.52 | allocation |
| 2016-07-01 | 2016-07-05 | XLE | Sell | $67.22 | allocation |
| 2016-07-01 | 2016-07-05 | XLF | Sell | $22.40 | allocation |
| 2016-07-01 | 2016-07-05 | XLU | Buy | $52.87 | allocation |
| 2016-07-01 | 2016-07-05 | XLV | Buy | $72.09 | allocation |
| 2016-08-01 | 2016-08-02 | XLE | Sell | $65.75 | allocation |
| 2016-08-01 | 2016-08-02 | XLV | Sell | $75.39 | allocation |
| 2016-08-01 | 2016-08-02 | XLK | Buy | $46.19 | allocation |
| 2016-08-01 | 2016-08-02 | XLU | Buy | $51.81 | allocation |
| 2016-09-01 | 2016-09-02 | XLK | Sell | $47.35 | allocation |
| 2016-09-01 | 2016-09-02 | XLU | Sell | $49.63 | allocation |
| 2016-09-01 | 2016-09-02 | XLV | Sell | $72.65 | allocation |
| 2016-09-01 | 2016-09-02 | XLF | Buy | $24.57 | allocation |
| 2016-09-01 | 2016-09-02 | XLI | Buy | $58.93 | allocation |
| 2016-10-03 | 2016-10-04 | XLF | Sell | $19.29 | allocation |
| 2016-10-03 | 2016-10-04 | XLI | Sell | $57.94 | allocation |
| 2016-10-03 | 2016-10-04 | XLK | Sell | $47.47 | allocation |
| 2016-10-03 | 2016-10-04 | XLE | Buy | $69.84 | allocation |
| 2016-11-01 | 2016-11-02 | XLK | Sell | $46.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLE | Buy | $67.87 | allocation |
| 2016-11-01 | 2016-11-02 | XLI | Buy | $56.51 | allocation |
| 2016-12-01 | 2016-12-02 | XLE | Sell | $74.83 | allocation |
| 2016-12-01 | 2016-12-02 | XLI | Sell | $62.81 | allocation |
| 2016-12-01 | 2016-12-02 | XLK | Sell | $46.69 | allocation |
| 2016-12-01 | 2016-12-02 | XLB | Buy | $49.98 | allocation |
| 2017-01-03 | 2017-01-04 | XLB | Sell | $50.72 | allocation |
| 2017-01-03 | 2017-01-04 | XLE | Sell | $76.01 | allocation |
| 2017-01-03 | 2017-01-04 | XLF | Buy | $23.70 | allocation |
| 2017-01-03 | 2017-01-04 | XLI | Buy | $62.96 | allocation |
| 2017-02-01 | 2017-02-02 | XLE | Sell | $72.77 | allocation |
| 2017-02-01 | 2017-02-02 | XLF | Sell | $23.25 | allocation |
| 2017-02-01 | 2017-02-02 | XLI | Sell | $63.15 | allocation |
| 2017-02-01 | 2017-02-02 | XLB | Buy | $51.99 | allocation |
| 2017-03-01 | 2017-03-02 | XLB | Sell | $52.70 | allocation |
| 2017-03-01 | 2017-03-02 | XLF | Sell | $24.85 | allocation |
| 2017-03-01 | 2017-03-02 | XLI | Sell | $66.25 | allocation |
| 2017-03-01 | 2017-03-02 | XLK | Buy | $52.74 | allocation |
| 2017-03-01 | 2017-03-02 | XLV | Buy | $75.50 | allocation |
| 2017-04-03 | 2017-04-04 | XLF | Sell | $23.65 | allocation |
| 2017-04-03 | 2017-04-04 | XLK | Sell | $53.30 | allocation |
| 2017-04-03 | 2017-04-04 | XLV | Sell | $74.38 | allocation |
| 2017-04-03 | 2017-04-04 | XLY | Buy | $87.46 | allocation |
| 2017-05-01 | 2017-05-02 | XLK | Sell | $54.91 | allocation |
| 2017-05-01 | 2017-05-02 | XLY | Sell | $90.28 | allocation |
| 2017-05-01 | 2017-05-02 | XLV | Buy | $75.88 | allocation |
| 2017-06-01 | 2017-06-02 | XLK | Sell | $57.19 | allocation |
| 2017-06-01 | 2017-06-02 | XLV | Sell | $77.42 | allocation |
| 2017-06-01 | 2017-06-02 | XLU | Buy | $54.28 | allocation |
| 2017-06-01 | 2017-06-02 | XLY | Buy | $92.24 | allocation |
| 2017-07-03 | 2017-07-05 | XLK | Sell | $54.88 | allocation |
| 2017-07-03 | 2017-07-05 | XLU | Sell | $51.47 | allocation |
| 2017-07-03 | 2017-07-05 | XLY | Sell | $89.32 | allocation |
| 2017-07-03 | 2017-07-05 | XLF | Buy | $25.07 | allocation |
| 2017-07-03 | 2017-07-05 | XLI | Buy | $68.73 | allocation |
| 2017-07-03 | 2017-07-05 | XLV | Buy | $79.85 | allocation |
| 2017-08-01 | 2017-08-02 | XLF | Sell | $25.31 | allocation |
| 2017-08-01 | 2017-08-02 | XLI | Sell | $68.41 | allocation |
| 2017-08-01 | 2017-08-02 | XLK | Buy | $57.61 | allocation |
| 2017-08-01 | 2017-08-02 | XLV | Buy | $79.53 | allocation |
| 2017-09-01 | 2017-09-05 | XLK | Sell | $58.26 | allocation |
| 2017-09-01 | 2017-09-05 | XLV | Sell | $80.88 | allocation |
| 2017-09-01 | 2017-09-05 | XLB | Buy | $54.80 | allocation |
| 2017-09-01 | 2017-09-05 | XLF | Buy | $24.24 | allocation |
| 2017-10-02 | 2017-10-03 | XLB | Sell | $57.66 | allocation |
| 2017-10-02 | 2017-10-03 | XLF | Sell | $26.17 | allocation |
| 2017-10-02 | 2017-10-03 | XLV | Sell | $82.54 | allocation |
| 2017-10-02 | 2017-10-03 | XLI | Buy | $71.80 | allocation |
| 2017-10-02 | 2017-10-03 | XLK | Buy | $59.33 | allocation |
| 2017-11-01 | 2017-11-02 | XLI | Sell | $71.90 | allocation |
| 2017-11-01 | 2017-11-02 | XLK | Sell | $62.99 | allocation |
| 2017-11-01 | 2017-11-02 | XLB | Buy | $58.86 | allocation |
| 2017-11-01 | 2017-11-02 | XLF | Buy | $26.89 | allocation |
| 2017-12-01 | 2017-12-04 | XLB | Sell | $59.68 | allocation |
| 2017-12-01 | 2017-12-04 | XLF | Sell | $28.00 | allocation |
| 2017-12-01 | 2017-12-04 | XLE | Buy | $69.65 | allocation |
| 2017-12-01 | 2017-12-04 | XLK | Buy | $62.49 | allocation |
| 2018-01-02 | 2018-01-03 | XLE | Sell | $74.55 | allocation |
| 2018-01-02 | 2018-01-03 | XLF | Sell | $28.07 | allocation |
| 2018-01-02 | 2018-01-03 | XLK | Sell | $65.28 | allocation |
| 2018-01-02 | 2018-01-03 | XLY | Buy | $100.65 | allocation |
| 2018-02-01 | 2018-02-02 | XLK | Sell | $66.48 | allocation |
| 2018-02-01 | 2018-02-02 | XLY | Sell | $105.59 | allocation |
| 2018-02-01 | 2018-02-02 | XLE | Buy | $72.46 | allocation |
| 2018-02-01 | 2018-02-02 | XLF | Buy | $29.36 | allocation |
| 2018-03-01 | 2018-03-02 | XLE | Sell | $66.95 | allocation |
| 2018-03-01 | 2018-03-02 | XLF | Sell | $28.44 | allocation |
| 2018-03-01 | 2018-03-02 | XLY | Sell | $103.05 | allocation |
| 2018-03-01 | 2018-03-02 | XLK | Buy | $67.68 | allocation |
| 2018-04-02 | 2018-04-03 | XLF | Sell | $27.33 | allocation |
| 2018-04-02 | 2018-04-03 | XLY | Sell | $99.68 | allocation |
| 2018-04-02 | 2018-04-03 | XLI | Buy | $73.77 | allocation |
| 2018-04-02 | 2018-04-03 | XLK | Buy | $64.49 | allocation |
| 2018-05-01 | 2018-05-02 | XLI | Sell | $71.26 | allocation |
| 2018-05-01 | 2018-05-02 | XLK | Sell | $66.21 | allocation |
| 2018-05-01 | 2018-05-02 | XLY | Sell | $103.13 | allocation |
| 2018-05-01 | 2018-05-02 | XLE | Buy | $73.66 | allocation |
| 2018-05-01 | 2018-05-02 | XLU | Buy | $51.35 | allocation |
| 2018-06-01 | 2018-06-04 | XLE | Sell | $75.72 | allocation |
| 2018-06-01 | 2018-06-04 | XLK | Sell | $71.66 | allocation |
| 2018-06-01 | 2018-06-04 | XLU | Sell | $49.81 | allocation |
| 2018-06-01 | 2018-06-04 | XLY | Buy | $107.73 | allocation |
| 2018-07-02 | 2018-07-03 | XLE | Sell | $75.29 | allocation |
| 2018-07-02 | 2018-07-03 | XLY | Sell | $108.90 | allocation |
| 2018-07-02 | 2018-07-03 | XLK | Buy | $69.26 | allocation |
| 2018-08-01 | 2018-08-02 | XLE | Sell | $75.63 | allocation |
| 2018-08-01 | 2018-08-02 | XLK | Sell | $72.46 | allocation |
| 2018-08-01 | 2018-08-02 | XLY | Sell | $111.48 | allocation |
| 2018-08-01 | 2018-08-02 | XLP | Buy | $53.66 | allocation |
| 2018-08-01 | 2018-08-02 | XLV | Buy | $89.28 | allocation |
| 2018-09-04 | 2018-09-05 | XLK | Sell | $74.37 | allocation |
| 2018-09-04 | 2018-09-05 | XLP | Sell | $54.33 | allocation |
| 2018-09-04 | 2018-09-05 | XLV | Sell | $92.41 | allocation |
| 2018-09-04 | 2018-09-05 | XLU | Buy | $54.46 | allocation |
| 2018-09-04 | 2018-09-05 | XLY | Buy | $115.91 | allocation |
| 2018-10-01 | 2018-10-02 | XLU | Sell | $53.18 | allocation |
| 2018-10-01 | 2018-10-02 | XLV | Sell | $95.51 | allocation |
| 2018-10-01 | 2018-10-02 | XLY | Sell | $115.28 | allocation |
| 2018-10-01 | 2018-10-02 | XLI | Buy | $79.27 | allocation |
| 2018-10-01 | 2018-10-02 | XLK | Buy | $75.70 | allocation |
| 2018-11-01 | 2018-11-02 | XLI | Sell | $70.99 | allocation |
| 2018-11-01 | 2018-11-02 | XLK | Sell | $68.74 | allocation |
| 2018-11-01 | 2018-11-02 | XLV | Sell | $89.26 | allocation |
| 2018-11-01 | 2018-11-02 | XLP | Buy | $55.11 | allocation |
| 2018-11-01 | 2018-11-02 | XLU | Buy | $53.15 | allocation |
| 2018-12-03 | 2018-12-04 | XLU | Sell | $56.19 | allocation |
| 2018-12-03 | 2018-12-04 | XLV | Sell | $93.28 | allocation |
| 2018-12-03 | 2018-12-04 | XLP | Buy | $55.36 | allocation |
| 2019-01-02 | 2019-01-03 | XLU | Sell | $52.00 | allocation |
| 2019-01-02 | 2019-01-03 | XLP | Buy | $50.19 | allocation |
| 2019-01-02 | 2019-01-03 | XLV | Buy | $83.47 | allocation |
| 2019-02-01 | 2019-02-04 | XLP | Sell | $53.56 | allocation |
| 2019-02-01 | 2019-02-04 | XLU | Sell | $54.64 | allocation |
| 2019-02-01 | 2019-02-04 | XLV | Sell | $90.49 | allocation |
| 2019-02-01 | 2019-02-04 | XLB | Buy | $53.42 | allocation |
| 2019-02-01 | 2019-02-04 | XLI | Buy | $72.81 | allocation |
| 2019-02-01 | 2019-02-04 | XLY | Buy | $107.89 | allocation |
| 2019-03-01 | 2019-03-04 | XLB | Sell | $55.23 | allocation |
| 2019-03-01 | 2019-03-04 | XLI | Sell | $76.07 | allocation |
| 2019-03-01 | 2019-03-04 | XLK | Buy | $71.07 | allocation |
| 2019-03-01 | 2019-03-04 | XLY | Buy | $110.75 | allocation |
| 2019-04-01 | 2019-04-02 | XLK | Sell | $75.27 | allocation |
| 2019-04-01 | 2019-04-02 | XLY | Sell | $115.08 | allocation |
| 2019-04-01 | 2019-04-02 | XLI | Buy | $76.55 | allocation |
| 2019-05-01 | 2019-05-02 | XLI | Sell | $77.46 | allocation |
| 2019-05-01 | 2019-05-02 | XLK | Sell | $78.10 | allocation |
| 2019-05-01 | 2019-05-02 | XLY | Sell | $118.70 | allocation |
| 2019-05-01 | 2019-05-02 | XLP | Buy | $56.98 | allocation |
| 2019-06-03 | 2019-06-04 | XLP | Sell | $56.82 | allocation |
| 2019-06-03 | 2019-06-04 | XLY | Sell | $112.99 | allocation |
| 2019-06-03 | 2019-06-04 | XLK | Buy | $72.99 | allocation |
| 2019-06-03 | 2019-06-04 | XLU | Buy | $58.88 | allocation |
| 2019-07-01 | 2019-07-02 | XLK | Sell | $79.49 | allocation |
| 2019-07-01 | 2019-07-02 | XLP | Sell | $58.93 | allocation |
| 2019-07-01 | 2019-07-02 | XLU | Sell | $60.29 | allocation |
| 2019-07-01 | 2019-07-02 | XLB | Buy | $58.89 | allocation |
| 2019-07-01 | 2019-07-02 | XLF | Buy | $27.86 | allocation |
| 2019-08-01 | 2019-08-02 | XLF | Sell | $27.60 | allocation |
| 2019-08-01 | 2019-08-02 | XLK | Sell | $79.05 | allocation |
| 2019-08-01 | 2019-08-02 | XLB | Buy | $57.33 | allocation |
| 2019-08-01 | 2019-08-02 | XLP | Buy | $59.23 | allocation |
| 2019-08-01 | 2019-08-02 | XLU | Buy | $60.15 | allocation |
| 2019-09-03 | 2019-09-04 | XLB | Sell | $56.93 | allocation |
| 2019-09-03 | 2019-09-04 | XLP | Sell | $61.62 | allocation |
| 2019-09-03 | 2019-09-04 | XLU | Sell | $63.75 | allocation |
| 2019-09-03 | 2019-09-04 | XLK | Buy | $79.90 | allocation |
| 2019-10-01 | 2019-10-02 | XLU | Sell | $63.73 | allocation |
| 2019-10-01 | 2019-10-02 | XLK | Buy | $78.28 | allocation |
| 2019-10-01 | 2019-10-02 | XLP | Buy | $60.03 | allocation |
| 2019-11-01 | 2019-11-04 | XLK | Sell | $85.11 | allocation |
| 2019-11-01 | 2019-11-04 | XLP | Sell | $60.56 | allocation |
| 2019-11-01 | 2019-11-04 | XLU | Sell | $63.27 | allocation |
| 2019-11-01 | 2019-11-04 | XLF | Buy | $29.37 | allocation |
| 2019-11-01 | 2019-11-04 | XLI | Buy | $81.15 | allocation |
| 2019-12-02 | 2019-12-03 | XLF | Sell | $29.54 | allocation |
| 2019-12-02 | 2019-12-03 | XLI | Sell | $79.81 | allocation |
| 2019-12-02 | 2019-12-03 | XLK | Sell | $86.13 | allocation |
| 2019-12-02 | 2019-12-03 | XLV | Buy | $98.83 | allocation |
| 2020-01-02 | 2020-01-03 | XLK | Sell | $92.34 | allocation |
| 2020-01-02 | 2020-01-03 | XLF | Buy | $30.75 | allocation |
| 2020-01-02 | 2020-01-03 | XLV | Buy | $101.24 | allocation |
| 2020-02-03 | 2020-02-04 | XLF | Sell | $30.46 | allocation |
| 2020-02-03 | 2020-02-04 | XLK | Sell | $99.12 | allocation |
| 2020-02-03 | 2020-02-04 | XLU | Buy | $68.51 | allocation |
| 2020-02-03 | 2020-02-04 | XLV | Buy | $101.80 | allocation |
| 2020-03-02 | 2020-03-03 | XLU | Sell | $65.03 | allocation |
| 2020-03-02 | 2020-03-03 | XLV | Sell | $94.54 | allocation |
| 2020-03-02 | 2020-03-03 | XLK | Buy | $89.93 | allocation |
| 2020-03-02 | 2020-03-03 | XLP | Buy | $60.26 | allocation |
| 2020-04-01 | 2020-04-02 | XLK | Sell | $78.33 | allocation |
| 2020-04-01 | 2020-04-02 | XLP | Sell | $54.92 | allocation |
| 2020-04-01 | 2020-04-02 | XLU | Sell | $53.71 | allocation |
| 2020-04-01 | 2020-04-02 | XLV | Buy | $87.57 | allocation |
| 2020-05-01 | 2020-05-04 | XLK | Sell | $90.08 | allocation |
| 2020-05-01 | 2020-05-04 | XLV | Sell | $97.78 | allocation |
| 2020-05-01 | 2020-05-04 | XLP | Buy | $57.59 | allocation |
| 2020-06-01 | 2020-06-02 | XLK | Sell | $98.86 | allocation |
| 2020-06-01 | 2020-06-02 | XLP | Sell | $59.80 | allocation |
| 2020-06-01 | 2020-06-02 | XLV | Buy | $102.58 | allocation |
| 2020-06-01 | 2020-06-02 | XLY | Buy | $126.44 | allocation |
| 2020-07-01 | 2020-07-02 | XLK | Sell | $105.27 | allocation |
| 2020-07-01 | 2020-07-02 | XLV | Sell | $101.60 | allocation |
| 2020-07-01 | 2020-07-02 | XLE | Buy | $37.34 | allocation |
| 2020-07-01 | 2020-07-02 | XLY | Buy | $129.51 | allocation |
| 2020-08-03 | 2020-08-04 | XLE | Sell | $37.04 | allocation |
| 2020-08-03 | 2020-08-04 | XLK | Sell | $113.44 | allocation |
| 2020-08-03 | 2020-08-04 | XLY | Sell | $137.81 | allocation |
| 2020-08-03 | 2020-08-04 | XLB | Buy | $60.87 | allocation |
| 2020-09-01 | 2020-09-02 | XLK | Sell | $127.03 | allocation |
| 2020-09-01 | 2020-09-02 | XLY | Sell | $153.76 | allocation |
| 2020-09-01 | 2020-09-02 | XLB | Buy | $66.23 | allocation |
| 2020-10-01 | 2020-10-02 | XLB | Sell | $63.30 | allocation |
| 2020-10-01 | 2020-10-02 | XLY | Sell | $148.27 | allocation |
| 2020-10-01 | 2020-10-02 | XLI | Buy | $77.61 | allocation |
| 2020-10-01 | 2020-10-02 | XLK | Buy | $114.94 | allocation |
| 2020-11-02 | 2020-11-03 | XLI | Sell | $80.22 | allocation |
| 2020-11-02 | 2020-11-03 | XLK | Sell | $113.10 | allocation |
| 2020-11-02 | 2020-11-03 | XLY | Sell | $147.16 | allocation |
| 2020-11-02 | 2020-11-03 | XLB | Buy | $66.30 | allocation |
| 2020-11-02 | 2020-11-03 | XLU | Buy | $64.67 | allocation |
| 2020-12-01 | 2020-12-02 | XLB | Sell | $70.85 | allocation |
| 2020-12-01 | 2020-12-02 | XLI | Sell | $87.93 | allocation |
| 2020-12-01 | 2020-12-02 | XLU | Sell | $63.70 | allocation |
| 2020-12-01 | 2020-12-02 | XLF | Buy | $28.62 | allocation |
| 2021-01-04 | 2021-01-05 | XLB | Sell | $73.31 | allocation |
| 2021-01-04 | 2021-01-05 | XLF | Sell | $29.21 | allocation |
| 2021-01-04 | 2021-01-05 | XLI | Sell | $87.26 | allocation |
| 2021-01-04 | 2021-01-05 | XLE | Buy | $39.66 | allocation |
| 2021-02-01 | 2021-02-02 | XLB | Sell | $72.41 | allocation |
| 2021-02-01 | 2021-02-02 | XLE | Sell | $40.03 | allocation |
| 2021-02-01 | 2021-02-02 | XLF | Sell | $30.04 | allocation |
| 2021-02-01 | 2021-02-02 | XLK | Buy | $133.95 | allocation |
| 2021-03-01 | 2021-03-02 | XLE | Sell | $49.13 | allocation |
| 2021-03-01 | 2021-03-02 | XLF | Buy | $33.20 | allocation |
| 2021-03-01 | 2021-03-02 | XLK | Buy | $132.76 | allocation |
| 2021-04-01 | 2021-04-05 | XLF | Sell | $34.74 | allocation |
| 2021-04-01 | 2021-04-05 | XLK | Sell | $138.28 | allocation |
| 2021-04-01 | 2021-04-05 | XLE | Buy | $49.11 | allocation |
| 2021-04-01 | 2021-04-05 | XLI | Buy | $100.00 | allocation |
| 2021-05-03 | 2021-05-04 | XLF | Sell | $36.73 | allocation |
| 2021-05-03 | 2021-05-04 | XLE | Buy | $50.78 | allocation |
| 2021-05-03 | 2021-05-04 | XLI | Buy | $103.43 | allocation |
| 2021-06-01 | 2021-06-02 | XLE | Sell | $55.23 | allocation |
| 2021-06-01 | 2021-06-02 | XLB | Buy | $87.74 | allocation |
| 2021-06-01 | 2021-06-02 | XLF | Buy | $38.28 | allocation |
| 2021-06-01 | 2021-06-02 | XLI | Buy | $105.23 | allocation |
| 2021-07-01 | 2021-07-02 | XLB | Sell | $82.88 | allocation |
| 2021-07-01 | 2021-07-02 | XLF | Sell | $36.94 | allocation |
| 2021-07-01 | 2021-07-02 | XLI | Sell | $103.29 | allocation |
| 2021-07-01 | 2021-07-02 | XLE | Buy | $54.69 | allocation |
| 2021-07-01 | 2021-07-02 | XLK | Buy | $149.86 | allocation |
| 2021-07-01 | 2021-07-02 | XLV | Buy | $128.29 | allocation |
| 2021-08-02 | 2021-08-03 | XLE | Sell | $49.86 | allocation |
| 2021-08-02 | 2021-08-03 | XLK | Sell | $153.83 | allocation |
| 2021-08-02 | 2021-08-03 | XLV | Sell | $134.17 | allocation |
| 2021-08-02 | 2021-08-03 | XLY | Buy | $182.29 | allocation |
| 2021-09-01 | 2021-09-02 | XLK | Sell | $158.73 | allocation |
| 2021-09-01 | 2021-09-02 | XLV | Buy | $136.70 | allocation |
| 2021-09-01 | 2021-09-02 | XLY | Buy | $183.63 | allocation |
| 2021-10-01 | 2021-10-04 | XLV | Sell | $125.39 | allocation |
| 2021-10-01 | 2021-10-04 | XLY | Sell | $179.37 | allocation |
| 2021-10-01 | 2021-10-04 | XLF | Buy | $37.82 | allocation |
| 2021-10-01 | 2021-10-04 | XLK | Buy | $148.06 | allocation |
| 2021-11-01 | 2021-11-02 | XLK | Sell | $162.71 | allocation |
| 2021-11-01 | 2021-11-02 | XLY | Sell | $203.46 | allocation |
| 2021-11-01 | 2021-11-02 | XLE | Buy | $57.91 | allocation |
| 2021-11-01 | 2021-11-02 | XLF | Buy | $40.38 | allocation |
| 2021-12-01 | 2021-12-02 | XLF | Sell | $38.66 | allocation |
| 2021-12-01 | 2021-12-02 | XLY | Sell | $203.61 | allocation |
| 2021-12-01 | 2021-12-02 | XLE | Buy | $55.58 | allocation |
| 2021-12-01 | 2021-12-02 | XLK | Buy | $167.94 | allocation |
| 2022-01-03 | 2022-01-04 | XLE | Sell | $59.20 | allocation |
| 2022-01-03 | 2022-01-04 | XLK | Buy | $173.66 | allocation |
| 2022-01-03 | 2022-01-04 | XLP | Buy | $77.62 | allocation |
| 2022-01-03 | 2022-01-04 | XLY | Buy | $209.03 | allocation |
| 2022-02-01 | 2022-02-02 | XLK | Sell | $163.71 | allocation |
| 2022-02-01 | 2022-02-02 | XLP | Sell | $76.81 | allocation |
| 2022-02-01 | 2022-02-02 | XLY | Sell | $184.96 | allocation |
| 2022-02-01 | 2022-02-02 | XLE | Buy | $68.49 | allocation |
| 2022-02-01 | 2022-02-02 | XLU | Buy | $69.34 | allocation |
| 2022-03-01 | 2022-03-02 | XLE | Sell | $72.92 | allocation |
| 2022-03-01 | 2022-03-02 | XLP | Buy | $75.25 | allocation |
| 2022-03-01 | 2022-03-02 | XLU | Buy | $68.16 | allocation |
| 2022-04-01 | 2022-04-04 | XLE | Sell | $77.16 | allocation |
| 2022-04-01 | 2022-04-04 | XLU | Sell | $74.92 | allocation |
| 2022-04-01 | 2022-04-04 | XLP | Buy | $76.41 | allocation |
| 2022-05-02 | 2022-05-03 | XLE | Sell | $78.49 | allocation |
| 2022-05-02 | 2022-05-03 | XLP | Sell | $76.40 | allocation |
| 2022-05-02 | 2022-05-03 | XLU | Buy | $70.80 | allocation |
| 2022-06-01 | 2022-06-02 | XLE | Sell | $88.34 | allocation |
| 2022-06-01 | 2022-06-02 | XLP | Sell | $74.57 | allocation |
| 2022-06-01 | 2022-06-02 | XLU | Sell | $74.71 | allocation |
| 2022-06-01 | 2022-06-02 | XLB | Buy | $87.52 | allocation |
| 2022-07-01 | 2022-07-05 | XLB | Sell | $72.63 | allocation |
| 2022-07-01 | 2022-07-05 | XLU | Sell | $69.40 | allocation |
| 2022-07-01 | 2022-07-05 | XLE | Buy | $69.70 | allocation |
| 2022-07-01 | 2022-07-05 | XLP | Buy | $72.75 | allocation |
| 2022-08-01 | 2022-08-02 | XLE | Sell | $76.62 | allocation |
| 2022-08-01 | 2022-08-02 | XLP | Sell | $74.82 | allocation |
| 2022-08-01 | 2022-08-02 | XLU | Sell | $73.88 | allocation |
| 2022-08-01 | 2022-08-02 | XLK | Buy | $142.89 | allocation |
| 2022-09-01 | 2022-09-02 | XLE | Sell | $79.96 | allocation |
| 2022-09-01 | 2022-09-02 | XLK | Sell | $132.85 | allocation |
| 2022-09-01 | 2022-09-02 | XLU | Sell | $74.60 | allocation |
| 2022-09-01 | 2022-09-02 | XLP | Buy | $72.56 | allocation |
| 2022-09-01 | 2022-09-02 | XLY | Buy | $155.49 | allocation |
| 2022-10-03 | 2022-10-04 | XLP | Sell | $68.91 | allocation |
| 2022-10-03 | 2022-10-04 | XLU | Sell | $68.86 | allocation |
| 2022-10-03 | 2022-10-04 | XLY | Sell | $147.57 | allocation |
| 2022-10-03 | 2022-10-04 | XLE | Buy | $79.36 | allocation |
| 2022-10-03 | 2022-10-04 | XLI | Buy | $88.31 | allocation |
| 2022-11-01 | 2022-11-02 | XLE | Sell | $88.68 | allocation |
| 2022-11-01 | 2022-11-02 | XLI | Sell | $92.60 | allocation |
| 2022-11-01 | 2022-11-02 | XLY | Sell | $137.18 | allocation |
| 2022-11-01 | 2022-11-02 | XLF | Buy | $33.64 | allocation |
| 2022-11-01 | 2022-11-02 | XLV | Buy | $130.57 | allocation |
| 2022-12-01 | 2022-12-02 | XLF | Sell | $35.93 | allocation |
| 2022-12-01 | 2022-12-02 | XLV | Sell | $139.78 | allocation |
| 2022-12-01 | 2022-12-02 | XLB | Buy | $83.76 | allocation |
| 2022-12-01 | 2022-12-02 | XLE | Buy | $90.31 | allocation |
| 2023-01-03 | 2023-01-04 | XLV | Sell | $135.82 | allocation |
| 2023-01-03 | 2023-01-04 | XLB | Buy | $78.95 | allocation |
| 2023-01-03 | 2023-01-04 | XLE | Buy | $84.39 | allocation |
| 2023-01-03 | 2023-01-04 | XLI | Buy | $99.29 | allocation |
| 2023-02-01 | 2023-02-02 | XLB | Sell | $84.94 | allocation |
| 2023-02-01 | 2023-02-02 | XLE | Sell | $86.15 | allocation |
| 2023-02-01 | 2023-02-02 | XLI | Buy | $103.39 | allocation |
| 2023-02-01 | 2023-02-02 | XLK | Buy | $142.96 | allocation |
| 2023-03-01 | 2023-03-02 | XLB | Sell | $83.41 | allocation |
| 2023-03-01 | 2023-03-02 | XLI | Sell | $102.56 | allocation |
| 2023-03-01 | 2023-03-02 | XLK | Buy | $137.19 | allocation |
| 2023-04-03 | 2023-04-04 | XLI | Sell | $99.09 | allocation |
| 2023-04-03 | 2023-04-04 | XLK | Sell | $149.94 | allocation |
| 2023-04-03 | 2023-04-04 | XLB | Buy | $80.00 | allocation |
| 2023-04-03 | 2023-04-04 | XLY | Buy | $147.93 | allocation |
| 2023-05-01 | 2023-05-02 | XLB | Sell | $79.73 | allocation |
| 2023-05-01 | 2023-05-02 | XLK | Sell | $149.51 | allocation |
| 2023-05-01 | 2023-05-02 | XLY | Sell | $146.55 | allocation |
| 2023-05-01 | 2023-05-02 | XLP | Buy | $77.29 | allocation |
| 2023-05-01 | 2023-05-02 | XLV | Buy | $133.64 | allocation |
| 2023-06-01 | 2023-06-02 | XLK | Sell | $166.90 | allocation |
| 2023-06-01 | 2023-06-02 | XLP | Sell | $73.61 | allocation |
| 2023-06-01 | 2023-06-02 | XLV | Buy | $130.32 | allocation |
| 2023-06-01 | 2023-06-02 | XLY | Buy | $157.00 | allocation |
| 2023-07-03 | 2023-07-05 | XLV | Sell | $131.57 | allocation |
| 2023-07-03 | 2023-07-05 | XLY | Sell | $171.93 | allocation |
| 2023-07-03 | 2023-07-05 | XLI | Buy | $106.76 | allocation |
| 2023-07-03 | 2023-07-05 | XLK | Buy | $172.42 | allocation |
| 2023-08-01 | 2023-08-02 | XLI | Sell | $109.59 | allocation |
| 2023-08-01 | 2023-08-02 | XLK | Sell | $174.23 | allocation |
| 2023-08-01 | 2023-08-02 | XLY | Buy | $168.69 | allocation |
| 2023-09-01 | 2023-09-05 | XLK | Sell | $176.83 | allocation |
| 2023-09-01 | 2023-09-05 | XLY | Sell | $169.79 | allocation |
| 2023-09-01 | 2023-09-05 | XLE | Buy | $91.22 | allocation |
| 2023-09-01 | 2023-09-05 | XLI | Buy | $106.97 | allocation |
| 2023-10-02 | 2023-10-03 | XLE | Sell | $88.53 | allocation |
| 2023-10-02 | 2023-10-03 | XLI | Sell | $99.69 | allocation |
| 2023-10-02 | 2023-10-03 | XLY | Sell | $157.19 | allocation |
| 2023-10-02 | 2023-10-03 | XLF | Buy | $32.37 | allocation |
| 2023-10-02 | 2023-10-03 | XLV | Buy | $127.42 | allocation |
| 2023-11-01 | 2023-11-02 | XLF | Sell | $33.34 | allocation |
| 2023-11-01 | 2023-11-02 | XLE | Buy | $87.56 | allocation |
| 2023-11-01 | 2023-11-02 | XLK | Buy | $170.01 | allocation |
| 2023-11-01 | 2023-11-02 | XLV | Buy | $126.78 | allocation |
| 2023-12-01 | 2023-12-04 | XLE | Sell | $84.63 | allocation |
| 2023-12-01 | 2023-12-04 | XLK | Sell | $183.32 | allocation |
| 2023-12-01 | 2023-12-04 | XLV | Sell | $132.08 | allocation |
| 2023-12-01 | 2023-12-04 | XLF | Buy | $36.13 | allocation |
| 2023-12-01 | 2023-12-04 | XLU | Buy | $63.28 | allocation |
| 2024-01-02 | 2024-01-03 | XLF | Sell | $37.44 | allocation |
| 2024-01-02 | 2024-01-03 | XLK | Buy | $185.53 | allocation |
| 2024-01-02 | 2024-01-03 | XLU | Buy | $64.49 | allocation |
| 2024-02-01 | 2024-02-02 | XLF | Sell | $38.98 | allocation |
| 2024-02-01 | 2024-02-02 | XLK | Sell | $202.24 | allocation |
| 2024-02-01 | 2024-02-02 | XLU | Sell | $61.49 | allocation |
| 2024-02-01 | 2024-02-02 | XLI | Buy | $115.58 | allocation |
| 2024-03-01 | 2024-03-04 | XLI | Sell | $121.96 | allocation |
| 2024-03-01 | 2024-03-04 | XLF | Buy | $40.39 | allocation |
| 2024-03-01 | 2024-03-04 | XLK | Buy | $210.76 | allocation |
| 2024-04-01 | 2024-04-02 | XLF | Sell | $41.67 | allocation |
| 2024-04-01 | 2024-04-02 | XLI | Sell | $124.41 | allocation |
| 2024-04-01 | 2024-04-02 | XLK | Sell | $206.84 | allocation |
| 2024-04-01 | 2024-04-02 | XLE | Buy | $96.44 | allocation |
| 2024-05-01 | 2024-05-02 | XLF | Sell | $40.46 | allocation |
| 2024-05-01 | 2024-05-02 | XLI | Sell | $121.92 | allocation |
| 2024-05-01 | 2024-05-02 | XLB | Buy | $88.63 | allocation |
| 2024-05-01 | 2024-05-02 | XLE | Buy | $92.56 | allocation |
| 2024-05-01 | 2024-05-02 | XLU | Buy | $67.87 | allocation |
| 2024-06-03 | 2024-06-04 | XLB | Sell | $89.98 | allocation |
| 2024-06-03 | 2024-06-04 | XLU | Sell | $71.86 | allocation |
| 2024-06-03 | 2024-06-04 | XLE | Buy | $89.89 | allocation |
| 2024-06-03 | 2024-06-04 | XLP | Buy | $77.98 | allocation |
| 2024-07-01 | 2024-07-02 | XLE | Sell | $91.13 | allocation |
| 2024-07-01 | 2024-07-02 | XLP | Sell | $76.57 | allocation |
| 2024-07-01 | 2024-07-02 | XLK | Buy | $229.08 | allocation |
| 2024-07-01 | 2024-07-02 | XLU | Buy | $68.02 | allocation |
| 2024-08-01 | 2024-08-02 | XLP | Sell | $79.26 | allocation |
| 2024-08-01 | 2024-08-02 | XLU | Sell | $74.22 | allocation |
| 2024-08-01 | 2024-08-02 | XLK | Buy | $204.72 | allocation |
| 2024-08-01 | 2024-08-02 | XLV | Buy | $150.86 | allocation |
| 2024-09-03 | 2024-09-04 | XLK | Sell | $209.67 | allocation |
| 2024-09-03 | 2024-09-04 | XLU | Sell | $76.83 | allocation |
| 2024-09-03 | 2024-09-04 | XLV | Sell | $156.63 | allocation |
| 2024-09-03 | 2024-09-04 | XLF | Buy | $45.45 | allocation |
| 2024-09-03 | 2024-09-04 | XLP | Buy | $83.48 | allocation |
| 2024-10-01 | 2024-10-02 | XLF | Sell | $45.13 | allocation |
| 2024-10-01 | 2024-10-02 | XLP | Sell | $82.02 | allocation |
| 2024-10-01 | 2024-10-02 | XLV | Sell | $152.90 | allocation |
| 2024-10-01 | 2024-10-02 | XLB | Buy | $95.77 | allocation |
| 2024-10-01 | 2024-10-02 | XLI | Buy | $135.26 | allocation |
| 2024-10-01 | 2024-10-02 | XLU | Buy | $81.47 | allocation |
| 2024-11-01 | 2024-11-04 | XLB | Sell | $93.54 | allocation |
| 2024-11-01 | 2024-11-04 | XLI | Sell | $133.86 | allocation |
| 2024-11-01 | 2024-11-04 | XLU | Sell | $77.20 | allocation |
| 2024-11-01 | 2024-11-04 | XLF | Buy | $46.28 | allocation |
| 2024-11-01 | 2024-11-04 | XLK | Buy | $223.74 | allocation |
| 2024-11-01 | 2024-11-04 | XLY | Buy | $199.40 | allocation |
| 2024-12-02 | 2024-12-03 | XLY | Sell | $224.07 | allocation |
| 2024-12-02 | 2024-12-03 | XLF | Buy | $50.45 | allocation |
| 2024-12-02 | 2024-12-03 | XLK | Buy | $236.80 | allocation |
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