Academic-backed ETF trading strategies with detailed implementation guides. Sector rotation, tactical allocation, and momentum approaches.
Rotate into top-performing sector ETFs based on momentum. Exploits the tendency for sector performance to persist over intermediate horizons.
Rotate into sectors with positive Fama-French alpha. Uses factor-adjusted returns to identify true outperformance beyond market exposure.
Combine low R² (high selectivity) with high alpha to identify ETFs with genuine active management skill. Double-sort by R² and alpha.
Exploit daily overreactions using Internal Bar Strength. Buy ETFs closing near their low, sell those closing near their high.
Diversified trend-following across asset class ETFs using volatility-adjusted momentum weighting. Captures trends while controlling risk.