Sector Rotation Model

Updated: Oct 17, 2021

This Study is adapted from a ThinkorSwim script called Sector Rotation Model. I use 7 sectors (XLK, XLY, XLI, XLC, XLF, XHB, XLE) as risk-on trades and 4 sectors (XLRE, XLP, XLV AND XLU) as risk-off or defensive trades. When the histogram is positive that implies risk-on and vice-versa. Provided as is.

673 views0 comments

Recent Posts

See All

In this blog we will look at the relationship between Option Volume and Open Interest. Stocks floats by design are finite in nature. A company for example may have a float of 500M (this number can