Fidelity sector switching strategy

Investing Strategies Mechanical Investing
2

I haven’t used sector rotation for many years but here is an update to my Fidelity Sector Rotation
Post from 12/2/2020; TMF: Sector Rotation another check / Mechanical Investing (fool.com)

Sector Rotation for the last 10 years with a bull market not draw downs has neither helped nor hurt.
Likewise from 10/15/2007 which included the ’08 bear.
Using rgearyiii’s rrs type momentum wave and Fidelity Sectors top 3 using the following sector funds:
FNARX 1997-02-28 Fidelity Select Natural Resources Portfolio
FSPTX 1981-07-14 Fidelity Select Technology Portfolio
FSRFX 1986-09-29 Fidelity Select Transportation Portfolio
FSAGX 1985-12-16 Fidelity Select Gold Portfolio
FIUIX 1987-11-27 Fidelity Telecom and Utilities Fund
FSAVX 1986-06-30 Fidelity Select Automotive Portfolio
FSELX 1985-07-29 Fidelity Select Semiconductors Portfolio
FSPCX 1985-12-16 Fidelity Select Insurance Portfolio
FSCHX 1985-07-29 Fidelity Select Chemicals Portfolio
FSDAX 1984-05-08 Fidelity Select Defense & Aerospace Portfolio
FSHOX 1986-09-29 Fidelity Select Construction & Housing Portfolio
FSHCX 1986-06-30 Fidelity Select Health Care Services Portfolio
FCYIX 1997-02-28 Fidelity Select Industrials Portfolio
http://gtr1.net/2013/?~Fid_SectorRot:s20071015f0.15000::dspo…

From 10/15/2007 till present:

                   SectorRot  SPY
            CAGR:        9.3    9.9
              TR:        258    284
          Log2TR:        1.8    1.9
  SAWR(20; 0.95):        5.8    6.7
         GSD(20):       23.9   19.2
   DIGSD(20; 0%):       27.9   23.4
     LDD(20; 0%):       16.0   13.4
           LDDD3:       16.1   12.5
             MDD:      -58.9  -54.8
          UI(20):       17.0   14.1
      Sharpe(20):        0.5    0.6
        Beta(20):        1.1    1.0
          TI(20):       10.0   10.4
              AT:        4.3    0.0

A bust, a lot of effort for no gain. Sector rotation seemed like a good idea but not everything works
the way we expect it to.
RAM

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