AT A

GLANCE

The seasonal sector rotation strategy is built upon the precept that certain areas of the market place exhibit patterns over time which coincide with the calendar, and the US election cycle.

There are many ways to 'follow the trend' and one which we have built here is a combination of following cyclical trends which have held up for almost 50 years both on an annual basis and within the 4-year US election cycle. We have tested a wide range of different instruments, covering a diverse pool of sectors and industries, and our seasonal sector rotation strategy is the zenith of this.

BY THE

NUMBERS

EQUITY

GROWTH

Starting balance of $100,000 USD

HISTORICAL

PERFORMANCE

ASSET

ALLOCATION

INVESTMENT

STRATEGY

This Seasonal Sector Rotational Strategy works by cross referencing a list of of differing ETF's which cover the entire width and breadth of the market with our indicator matrix which we have developed.

This matrix is made up of multiple elements to determine which position should be held for the forth coming month. This ranking system take into consideration multiple facets including:

  • Month of Year

  • Year within US Election cycle

  • Fama-French 3-Factor Model

  • Relative Strength Index

  • Exponential Moving Average Cross Over

There are a few other key indicators we use, which is part of our intellectual property, and which we will not disclose. Each indicator produces a number which is then added up to give either a positive or negative score (positive meaning go long, and negative meaning go short). The instrument with the highest or lowest value is then selected for the following months trade.

The position sizing is 100% weighted at all times, being totally re-balanced at the end of each month, meaning unless cash has been selected as the investment of choice, all funds will be deployed all of the time.

The portfolio of possible ETF's we currently use are:

Over time, we believe this list will grow to include other ETF's which we feel would work well against our matrix. We aim to close out a position at the end of the trading day on the last trading day of the month, and look to enter our new position at the beginning of the first trading day of the month. With this strategy and all associated testing, there was no market timing model applied to try and get the most out of each trade. This is something which may be layered into the process in the future.

WHAT

NEXT?

Find out how this Seasonal Sector Rotation strategy makes up part of the Ubique Portfolio as a whole.

UBIQUE

PORTFOLIO

Explore how our other strategy makes up the Ubique portfolio to give a blended non-correlated approach to the market. understanding how both strategies work is integral to the process

GOLDEN

RATIO

SELL IN MAY

AND GO AWAY

One of the most time-proven ideas with over 100 years of empirical evidence, re-imagined for the modern markets using risk-managed leverage to execute.

63/66 Hatton Garden

Fifth Floor, Suite 23

London

EC1N 8LE

United Kingdom

+44 (0) 203 633 6961

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​This website should not be regarded as an offer or solicitation to conduct investment business. Past performance of investments is not necessarily indicative of future performance. The value of investments may fall as well as rise and the income from investments may fluctuate and is not guaranteed. Clients may not recover the amount invested. The investments mentioned on this website are not suitable for all types of investors. Investment advice should always be sought from a qualified investment adviser before any investment is made.

Trading and investing can be a challenging and potentially profitable opportunity for investors. However, before deciding to participate in the market, you should carefully consider your investment objectives, level of experience, and risk appetite. Most importantly, do not invest money you cannot afford to lose.


There is considerable exposure to risk in any investment transaction. Any transaction involving securities involves risks including, but not limited to, the potential for changing political and/or economic conditions that may substantially affect the price or liquidity of a currency. Investments in speculation may also be susceptible to sharp rises and falls as the relevant market values fluctuate. The leveraged possibility of trading means that any market movement will have an equally proportional effect on your deposited funds. This may work against you as well as for you. Not only may investors get back less than they invested, but in the case of higher risk strategies, investors may lose the entirety of their investment. It is for this reason that when speculating in markets it is advisable to use only risk capital.