This is a rotational trend following strategy that selects the Standard & Poor's Depository Receipts (SPDR) ETF with the greatest return over the last 6 month period.
This strategy uses the following Spider (SPDR) ETFs:
Materials Select Sector SPDR (XLB)
Energy Select Sector SPDR (XLE)
Financial Select Sector SPDR (XLF)
Industrial Select Sector SPDR (XLI)
Technology Select Sector SPDR (XLK)
Consumer Staples Select Sector SPDR (XLP)
Utilities Select Sector SPDR (XLU)
Health Care Select Sector SPDR (XLV)
Consumer Discretionary Select SPDR (XLY)
The system picks the SPDR ETF with the highest rate of return over the past 6 months to rotate into. At the end of the month if the currently held ETF is still the top SPDR ETF over the last 6 months, continue to hold it. Otherwise, exchange it at the market close for the top ranked ETF.
Portfolio changes are made on the last day of the month at the market close.
6 Month Performance Of ETFs
The table below shows the performance of the 9 ETFs over the last 6 months. (6 months is taken as 126 trading days). This table can be used to select the top ETF each month. Please note that the ETF prices rely on google quotes which intermittently does not work for certain ETFs, consequently if there is an ETF at the top of the table without a performance percentage, please check back later. Any ETFs missing a quote price are automatically sorted to the top of the table so this means that it is probably not the best performing ETF over the last 6 months.